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A Portmanteau-type test for detecting serial correlation in locally stationary functional time series

A Portmanteau-type test for detecting serial correlation in locally stationary functional time series

Axel Bücher
Holger Dette
Florian Heinrichs
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Papers citing "A Portmanteau-type test for detecting serial correlation in locally stationary functional time series"

2 / 2 papers shown
Title
Functional Neural Networks: Shift invariant models for functional data with applications to EEG classification
Functional Neural Networks: Shift invariant models for functional data with applications to EEG classification
Florian Heinrichs
Mavin Heim
Corinna Weber
OOD
35
7
0
14 Jan 2023
Nonparametric regression for locally stationary time series
Nonparametric regression for locally stationary time series
M. Vogt
AI4TS
50
160
0
18 Feb 2013