A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series

Adaptive bandwidth selection in the long run covariance estimator of functional time series

(2016) Lajos Horváth et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS

White noise testing and model diagnostic checking for functional time series

(2016) Xianyang Zhang   JOURNAL OF ECONOMETRICS

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

(2016) István Berkes et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Detecting and Localizing Differences in Functional Time Series Dynamics: A Case Study in Molecular Biophysics

(2016) Shahin Tavakoli et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Functional Generalized Autoregressive Conditional Heteroskedasticity

(2016) Alexander Aue et al.   JOURNAL OF TIME SERIES ANALYSIS

On the Prediction of Stationary Functional Time Series

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

Dynamic functional principal components

(2014) Siegfried Hörmann et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Fourier analysis of stationary time series in function space

(2013) Victor M. Panaretos et al.   ANNALS OF STATISTICS

Testing stationarity of functional time series

(2013) Lajos Horváth et al.   JOURNAL OF ECONOMETRICS

Evaluating stationarity via change-point alternatives with applications to fMRI data

(2012) John A. D. Aston et al.   Annals of Applied Statistics

Detecting and estimating changes in dependent functional data

(2012) John A.D. Aston et al.   JOURNAL OF MULTIVARIATE ANALYSIS

Estimation of the mean of functional time series and a two-sample problem

(2012) Lajos Horváth et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

A FUNCTIONAL VERSION OF THE ARCH MODEL

(2012) Siegfried Hörmann et al.   ECONOMETRIC THEORY

HIGHER-ORDER ACCURATE, POSITIVE SEMIDEFINITE ESTIMATION OF LARGE-SAMPLE COVARIANCE AND SPECTRAL DENSITY MATRICES

(2011) Dimitris N. Politis   ECONOMETRIC THEORY

Testing the structural stability of temporally dependent functional observations and application to climate projections

(2011) Xianyang Zhang et al.   Electronic Journal of Statistics

Weakly dependent functional data

(2010) Siegfried Hörmann et al.   ANNALS OF STATISTICS

A TWO-STAGE PLUG-IN BANDWIDTH SELECTION AND ITS IMPLEMENTATION FOR COVARIANCE ESTIMATION

(2009) Masayuki Hirukawa   ECONOMETRIC THEORY

Curve forecasting by functional autoregression

(2008) V. Kargin et al.   JOURNAL OF MULTIVARIATE ANALYSIS