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Bootstrapping Covariance Operators of Functional Time Series

14 April 2019

Papers citing "Bootstrapping Covariance Operators of Functional Time Series"

2 / 2 papers shown

Title
Detecting relevant differences in the covariance operators of functional time series -- a sup-norm approach Holger Dette K. Kokot 68 17 0 12 Jun 2020
Testing relevant hypotheses in functional time series via self-normalization Holger Dette K. Kokot S. Volgushev OOD 29 45 0 17 Sep 2018