On the asymptotic normality of kernel estimators of the long run
covariance of functional time series

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On the asymptotic normality of kernel estimators of the long run covariance of functional time series

2 March 2015

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Papers citing "On the asymptotic normality of kernel estimators of the long run covariance of functional time series"

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Title
Estimation of the long-run variance of nonlinear time series with an application to change point analysis V. Characiejus P. Kokoszka Xiangdong Meng 36 0 0 03 Apr 2024
Manifold functional multiple regression model with LRD error term D. P. Ovalle-Muñoz M. Ruiz-Medina 27 0 0 13 Feb 2024
Inference on common trends in functional time series Morten Orregaard Nielsen Won-Ki Seo Dakyung Seong 47 2 0 01 Dec 2023
$Hilbert valued fractionally integrated autoregressive moving average processes with long memory operators$ Hilbert valued fractionally integrated autoregressive moving average processes with long memory operators Amaury Durand François Roueff 8 2 0 09 Oct 2020
A comparison of Hurst exponent estimators in long-range dependent curve time series H. Shang 31 10 0 17 Mar 2020
A note on quadratic forms of stationary functional time series under mild conditions Anne van Delft 35 11 0 30 May 2019
Bootstrapping Covariance Operators of Functional Time Series O. Sharipov Martin Wendler 51 11 0 14 Apr 2019
Higher-order Accurate Spectral Density Estimation of Functional Time Series Tingyi Zhu D. Politis 19 0 0 07 Dec 2018
A general white noise test based on kernel lag-window estimates of the spectral density operator V. Characiejus Gregory Rice 52 6 0 26 Mar 2018
A plug-in bandwidth selection procedure for long run covariance estimation with stationary functional time series Gregory Rice H. Shang 57 66 0 10 Apr 2016
Detecting changes in Hilbert space data based on "repeated" and change-aligned principal components Leonid Torgovitski 72 11 0 24 Sep 2015