Bootstrapping Long-Run Covariance of Stationary Functional Time Series
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...
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| Format: | Article |
| Language: | English |
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MDPI AG
2024-02-01
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| Series: | Forecasting |
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| Online Access: | https://www.mdpi.com/2571-9394/6/1/8 |