White Noise Testing and Model Diagnostic Checking for Functional Time Series

By Xianyang Zhang. 2016

62 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/c6ec3922071dabad1bb2ffec1ffa13b6cb075ebd

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Han Lin Shang
2. Gregory Rice

In Finance

1. Han Lin Shang
2. Gregory Rice

Citations in the corpus

• A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (2016, background): “…(2016), Aue et al. (2014), Aston and Kirch (2012a), Aston and Kirch (2012b), Horváth et al. (2012), Torgovitski (2016), Hörmann et al. (2015), Zhang (2016), & Zhang et al. (2011) for a sample of recent contributions that focus on inference, and dimension reduction with functional time-series…”