Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series
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Publication:6065670
DOI10.1007/s10182-022-00463-7MaRDI QIDQ6065670
Publication date: 15 November 2023
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
functional principal component analysisvector autoregressionlocal Whittle estimatorfunctional autoregressive fractionally integrated moving averagelong-run covariance function
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