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Inference for the autocovariance of a functional time series ...
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由 P Kokoszka 著作2017被引用 62 次 — We develop methods for performing inference for the lagged autocovariance operators of stationary functional time series that are valid under general ...
Inference for the autocovariance of a functional time series ...
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由 P Kokoszka 著作2017被引用 62 次 — In this paper, we develop diagnostic tests and visualization tools based on the empirical autocovariance functions of stationary functional time ...
Inference for the autocovariance of a functional time series ...
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2024年10月22日 — CIDR and 5-minute return curves under conditional heteroscedasticity as well as under a strong white noise assumption as in [13]. Our data ...
Inference for the autocovariance of a functional time series ...
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由 P Kokoszka 著作2017被引用 62 次 — We develop methods for performing inference for the lagged autocovariance operators of stationary functional time series that are valid under general ...
STATISTICAL INFERENCE FOR AUTOCOVARIANCE OF ...
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由 G Kokoszka 著作2022 — Abstract. This paper investigates statistical inference methods for autocovariance estimation in functional time series under the presence of conditional ...
STATISTICAL INFERENCE FOR AUTOCOVARIANCE OF ...
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Abstract. This paper investigates statistical inference methods for autocovariance estimation in functional time series under the presence of conditional ...
STATISTICAL INFERENCE FOR AUTOCOVARIANCE OF ...
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In this paper, we propose a novel approach to statistical inference for autocovariance of functional time series under conditional heteroscedasticity. Our ...
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High-dimensional functional time series forecasting ... Inference for the autocovariance of a functional time series under conditional heteroscedasticity.
fdaACF: Autocorrelation Function for Functional Time Series
The Comprehensive R Archive Network
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Estimate the distribution of the autocorrelation function under the hypothesis of strong functional white noise. This function uses Imhof's method to estimate ...
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Functional time series model identification and diagnosis ...
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由 G Mestre 著作2021被引用 31 次 — KokoszkaP. et al. Inference for the autocovariance of a functional time series under conditional heteroscedasticity. J. Multivariate ...
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