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1503.00741
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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
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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
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
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