Functional data analysis for volatility

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Testing stationarity of functional time series (2014, methodology): “E-mail address: horvath@math.utah.edu (L. Horváth). et al. (2012) and Kokoszka et al. (2013), for bootstrap and resampling methods for functional time series, see McMurry and Politis (2010) and for the functional analysis of volatility, see Müller et al. (2011).”