Long-range dependent curve time series
We introduce methods and theory for functional or curve time series with long- range dependence. The temporal sum of the curve process is shown to be asymp- totically normally distributed, the conditions for this covering a functional version of fractionally integrated autoregressive moving averages. We also construct an estimate of the long-run covariance function, which we use, via functional principal component analysis, in estimating the orthonormal functions spanning the dominant sub-space...[Show more]
|Collections||ANU Research Publications|
|Source:||Journal of the American Statistical Association|
|01_Li_Long-range_dependent_curve_2019.pdf||783.04 kB||Adobe PDF||Request a copy|
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