A journey from univariate to multivariate functional time series: a comprehensive review

Cites Work

Unnamed Item
Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
Principal component analysis of periodically correlated functional time series
Inference for functional data with applications
Periodically correlated autoregressive Hilbertian processes
Bayesian nonparametric forecasting of monotonic functional time series
Curve forecasting by functional autoregression
Weakly dependent functional data
Time series: Theory and methods
Robust forecasting of mortality and fertility rates: a functional data approach
Linear processes in function spaces. Theory and applications
Principal components for multivariate functional data
Quantifying prediction uncertainty for functional-and-scalar to functional autoregressive models under shape constraints
High-dimensional functional time series forecasting: an application to age-specific mortality rates
Varying coefficient functional autoregressive model with application to the U.S. treasuries
On consistency and sparsity for high-dimensional functional time series with application to autoregressions
Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics
Bayesian functional forecasting with locally-autoregressive dependent processes
Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
Functional data analysis.
Nonparametric functional data analysis. Theory and practice.
Forecasting functional time series
Testing stationarity of functional time series
Empirical properties of forecasts with the functional autoregressive model
Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series
Autoregressive forecasting of some functional climatic variations
Multivariate functional principal component analysis: A normalization approach
Introduction to Functional Data Analysis
Multivariate Functional Principal Component Analysis for Data Observed on Different (Dimensional) Domains
DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING
Nonparametric estimation of functional dynamic factor model
Seasonal functional autoregressive models
HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics
A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series
On the Prediction of Stationary Functional Time Series
Dynamic Functional Principal Components
Factor models for high‐dimensional functional time series I: Representation results
Bootstrap Prediction Bands for Functional Time Series
Functional singular spectrum analysis
Functional time series forecasting: functional singular spectrum analysis approaches
An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves
Nonlinear prediction of functional time series

This page was built for publication: A journey from univariate to multivariate functional time series: a comprehensive review