ARTICLE
|
doi:10.20944/preprints202105.0277.v2
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
Estimation; functional time series; lagged covariance operator; lagged cross covariance operator; principle components
Online: 10 September 2021 (11:05:11 CEST)
ARTICLE
|
doi:10.20944/preprints201912.0163.v4
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
ARCH; ARMA; functional data; functional principal components; functional time series; GARCH; invertible linear processes; parameter estimation; stationary solutions; Yule-Walker equation
Online: 23 September 2020 (04:32:09 CEST)