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

2 March 2015

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

3 / 3 papers shown

Title
A plug-in bandwidth selection procedure for long run covariance estimation with stationary functional time series Gregory Rice H. Shang 9 65 0 10 Apr 2016
Detecting changes in Hilbert space data based on "repeated" and change-aligned principal components Leonid Torgovitski 14 10 0 24 Sep 2015
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 164 362 0 19 Nov 2009