Estimation of the Mean of Functional Time Series and a Two-Sample Problem
From MaRDI portal
Publication:5088210
DOI10.1111/j.1467-9868.2012.01032.xOpenAlexW1750390717MaRDI QIDQ5088210
Ron Reeder, Lajos Horváth, Piotr S. Kokoszka
Publication date: 11 July 2022
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.0019
Related Items
Asymptotic normality of a generalized maximum mean discrepancy estimator, Two-sample tests for multivariate functional data with applications, Statistical inference on the Hilbert sphere with application to random densities, Functional principal subspace sampling for large scale functional data analysis, Nonparametric estimation of functional dynamic factor model, Mean vector testing for high-dimensional dependent observations, Convolutional autoregressive models for functional time series, Seasonal functional autoregressive models, Statistical inference for stochastic processes: two-sample hypothesis tests, Optimal eigen expansions and uniform bounds, Adaptive bandwidth selection in the long run covariance estimator of functional time series, Hotelling's \(T^2\) in separable Hilbert spaces, Quadratic forms of the empirical processes for the two-sample problem for functional data, Sparsely observed functional time series: estimation and prediction, A note on quadratic forms of stationary functional time series under mild conditions, Kernel based method for the k-sample problem with functional data, Test of independence for functional data, Functional data analysis with increasing number of projections, A \(k\)-sample test for functional data based on generalized maximum mean discrepancy, Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators, Statistical Inference for Functional Time Series, Evaluating Proxy Influence in Assimilated Paleoclimate Reconstructions—Testing the Exchangeability of Two Ensembles of Spatial Processes, Principal Component Analysis of Spatially Indexed Functions, Asynchronous changepoint estimation for spatially correlated functional time series, Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series, Statistical Inference for Functional Time Series: Autocovariance Function, A robust functional time series forecasting method, Inference in functional factor models with applications to yield curves, Tempered functional time series, Functional data analysis in the Banach space of continuous functions, Bootstrapping max statistics in high dimensions: near-parametric rates under weak variance decay and application to functional and multinomial data, Functional regression with repeated eigenvalues, Higher‐Order Accurate Spectral Density Estimation of Functional Time Series, On the asymptotic normality of kernel estimators of the long run covariance of functional time series, Comparison between spatio‐temporal random processes and application to climate model data, Tests for equality of several covariance matrix functions for multivariate functional data, Functional principal component analysis for cointegrated functional time series, Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series, Significance tests for functional data with complex dependence structure, Hill estimator of projections of functional data on principal components, Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data, Inference for sparse and dense functional data with covariate adjustments, An introduction to functional data analysis and a principal component approach for testing the equality of mean curves, Two-sample testing for mean functions with incompletely observed functional data, Sieve bootstrap for functional time series, A comparison of Hurst exponent estimators in long-range dependent curve time series, Regularised forecasting via smooth-rough partitioning of the regression coefficients, A Darling-Erdős-type CUSUM-procedure for functional data, A bootstrap-based KPSS test for functional time series, A median test for functional data, Inferential procedures for partially observed functional data, Extremes of projections of functional time series on data-driven basis systems, On the CLT for discrete Fourier transforms of functional time series, Testing stationarity of functional time series, Simultaneous confidence band for stationary covariance function of dense functional data, Two-sample inference for sparse functional data, Skew-normal partial functional linear model and homogeneity test, Nonparametric testing for differences in electricity prices: the case of the Fukushima nuclear accident, Testing equality of spectral density operators for functional processes, Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem, Clustering and forecasting multiple functional time series, Recent developments in complex and spatially correlated functional data, A moment-based notion of time dependence for functional time series, Local Whittle estimation of long‐range dependence for functional time series, Statistical inference for the slope parameter in functional linear regression
