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On the asymptotic normality of kernel estimators of the long run
  covariance of functional time series
v1v2 (latest)

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

2 March 2015
I. Berkes
Lajos Horváth
Gregory Rice
ArXiv (abs)PDFHTML

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

11 / 11 papers shown
Title
Estimation of the long-run variance of nonlinear time series with an
  application to change point analysis
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
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
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
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
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
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
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
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
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
Detecting changes in Hilbert space data based on "repeated" and change-aligned principal components
Leonid Torgovitski
72
11
0
24 Sep 2015
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