31/12/2025
๐ Must Read in !
๐ Bootstrapping Long-Run Covariance of Stationary Functional Time Series
Discover advanced bootstrapping techniques for estimating long-run covariance in functional time series analysis.
๐ Read the full article: https://brnw.ch/21wYKku
A key summary statistic in a stationary functional time series is the long-run covariance function that measures serial dependence. It can be consistently estimated via a kernel sandwich estimator, which is the core of dynamic functional principal component regression for forecasting functional time...