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Bootstrapping Covariance Operators of Functional Time Series
v1v2v3 (latest)

Bootstrapping Covariance Operators of Functional Time Series

14 April 2019
O. Sharipov
Martin Wendler
ArXiv (abs)PDFHTML

Papers citing "Bootstrapping Covariance Operators of Functional Time Series"

3 / 3 papers shown
Detecting relevant differences in the covariance operators of functional
  time series -- a sup-norm approach
Detecting relevant differences in the covariance operators of functional time series -- a sup-norm approachAnnals of the Institute of Statistical Mathematics (AISM), 2020
Holger Dette
K. Kokot
269
21
0
12 Jun 2020
Consistency of Binary Segmentation For Multiple Change-Points Estimation
  With Functional Data
Consistency of Binary Segmentation For Multiple Change-Points Estimation With Functional DataStatistics and Probability Letters (Stat. Probab. Lett.), 2019
Gregory Rice
Chi Zhang
235
17
0
31 Dec 2019
Testing relevant hypotheses in functional time series via
  self-normalization
Testing relevant hypotheses in functional time series via self-normalization
Holger Dette
K. Kokot
S. Volgushev
OOD
278
54
0
17 Sep 2018
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