A moment-based notion of time dependence for functional time series Articles

authors

SALISH, NAZARII
Gleim, Alexander

published in

Journal of Econometrics Journal

publication date

January 2019

issue

2

volume

212

Digital Object Identifier (DOI)

https://doi.org/10.1016/j.jeconom.2019.03.007

International Standard Serial Number (ISSN)

0304-4076

Electronic International Standard Serial Number (EISSN)

1872-6895

keywords

asymptotics; dimension reduction; functional time series; principal components; time dependencies