Fractionally integrated curve time series with cointegration
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Publication:6635575
DOI10.1214/24-EJS2290MaRDI QIDQ6635575
Publication date: 12 November 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
limit theoremsfractional cointegrationfunctional principal component analysisfunctional datalong-memory time series
Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Time series analysis of dynamical systems (37M10)
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