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

ArXiv (abs)PDF HTML

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 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 16 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 50 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 26 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