Bootstrap methods for stationary functional time series

3 October 2016

Papers citing "Bootstrap methods for stationary functional time series"

11 / 11 papers shown

Title
Functional Sieve Bootstrap for the Partial Sum Process with Application to Change-Point Detection without Dimension Reduction E. Paparoditis L. Wegner Martin Wendler 30 0 0 09 Aug 2024
Stopping time detection of wood panel compression: A functional time series approach H. Shang Jiguo Cao Peijun Sang 36 5 0 27 Apr 2022
AR-sieve Bootstrap for High-dimensional Time Series Daning Bi H. Shang Yanrong Yang Huanjun Zhu AI4TS 45 2 0 01 Dec 2021
Forecasting high-dimensional functional time series with dual-factor structures Chen Tang H. Shang Yanrong Yang Yang Yang AI4TS 53 2 0 09 Sep 2021
Bootstrap Prediction Bands for Functional Time Series E. Paparoditis H. Shang AI4TS 58 27 0 08 Apr 2020
Testing Equality of Spectral Density Operators for Functional Processes Anne Leucht E. Paparoditis D. Rademacher T. Sapatinas 38 1 0 05 Apr 2020
Bootstrapping Covariance Operators of Functional Time Series O. Sharipov Martin Wendler 27 11 0 14 Apr 2019
Model-based Clustering with Sparse Covariance Matrices Michael Fop T. B. Murphy Luca Scrucca 78 39 0 21 Nov 2017
Aggregated moving functional median in robust prediction of hierarchical functional time series - an application to forecasting web portal users behaviors D. Kosiorowski D. Mielczarek J. Rydlewski AI4TS 45 3 0 07 Oct 2017
Generalized Exponential smoothing in prediction of hierarchical time series D. Kosiorowski D. Mielczarek J. Rydlewski Małgorzata Snarska AI4TS 43 4 0 07 Dec 2016
A Bayesian optimization approach to find Nash equilibria Victor Picheny M. Binois A. Habbal 84 35 0 08 Nov 2016