Intraday forecasts of a volatility index: functional time series methods with dynamic updating

Inference for the autocovariance of a functional time series under conditional heteroscedasticity

(2017) Piotr Kokoszka et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Multiresolution analysis of S&P500 time series

(2016) Deniz Kenan Kılıç et al.   ANNALS OF OPERATIONS RESEARCH

Bootstrap methods for stationary functional time series

(2016) Han Lin Shang   STATISTICS AND COMPUTING

On the Prediction of Stationary Functional Time Series

(2015) Alexander Aue et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Functional outlier detection by a local depth with application to NO x levels

(2015) Carlo Sguera et al.   STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT

Functional Regression

(2015) Jeffrey S. Morris   Annual Review of Statistics and Its Application

Automatic Time Series Forecasting: TheforecastPackage forR

(2015) Rob J. Hyndman et al.   Journal of Statistical Software

Maximum Entropy Bootstrap for Time Series: ThemebootRPackage

(2015) Hrishikesh D. Vinod et al.   Journal of Statistical Software

Probabilistic Forecasting

(2014) Tilmann Gneiting et al.   Annual Review of Statistics and Its Application

Robust regularized singular value decomposition with application to mortality data

(2013) Lingsong Zhang et al.   Annals of Applied Statistics

A survey of functional principal component analysis

(2013) Han Lin Shang   AStA-Advances in Statistical Analysis

Functional dynamic factor models with application to yield curve forecasting

(2012) Spencer Hays et al.   Annals of Applied Statistics

Dynamical functional prediction and classification, with application to traffic flow prediction

(2012) Jeng-Min Chiou   Annals of Applied Statistics

Determining the order of the functional autoregressive model

(2012) Piotr Kokoszka et al.   JOURNAL OF TIME SERIES ANALYSIS

A FUNCTIONAL VERSION OF THE ARCH MODEL

(2012) Siegfried Hörmann et al.   ECONOMETRIC THEORY

Functional data analysis for volatility

(2011) Hans-Georg Müller et al.   JOURNAL OF ECONOMETRICS

Rainbow Plots, Bagplots, and Boxplots for Functional Data

(2010) Rob J. Hyndman et al.   JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS

The Analysis of Two-Way Functional Data Using Two-Way Regularized Singular Value Decompositions

(2010) Jianhua Z. Huang et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Tests for Error Correlation in the Functional Linear Model

(2010) Robertas Gabrys et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Nonparametric time series forecasting with dynamic updating

(2010) Han Lin Shang et al.   MATHEMATICS AND COMPUTERS IN SIMULATION

Forecasting functional time series

(2009) Rob J. Hyndman et al.   Journal of the Korean Statistical Society

On Modeling and Forecasting Time Series of Smooth Curves

(2009) Haipeng Shen   TECHNOMETRICS

Financial market forecasting using a two-step kernel learning method for the support vector regression

(2008) Li Wang et al.   ANNALS OF OPERATIONS RESEARCH

Nonparametric time series prediction: A semi-functional partial linear modeling

(2007) Germán Aneiros-Pérez et al.   JOURNAL OF MULTIVARIATE ANALYSIS