Inference for the autocovariance of a functional time series under conditional heteroscedasticity
type: Item
instance of: scholarly article
published in: Journal of Multivariate Analysis
volume: 162
page(s): 32-50
publication date: 2017-11-01T00:00:00Z
publication date: 2017-11-09T00:00:00Z
author: Piotr S. Kokoszka
author: Gregory Rice
author: Han Lin Shang
author: Piotr Kokoszka
title: Inference for the autocovariance of a functional time series under conditional heteroscedasticity
zbMATH Open document ID: 1378.62073
full work available at URL: http://hdl.handle.net/1885/139056
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6804468
zbMATH Keywords: autocovariance
zbMATH Keywords: conditional heteroskedasticity
zbMATH Keywords: functional data
describes a project that uses: tensorA
MaRDI profile type: Publication
OpenAlex ID: W2755085875
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DOI: 10.1016/J.JMVA.2017.08.004
description: scientific article; zbMATH DE number 6804468