Cover Image

Testing LRD in the spectral domain for functional time series in manifolds

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ruiz-Medina, M. D., Crujeiras, R. M.
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory 60G60, 62M40, 62G10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

The Integer-valued Moving-Average Random Field
by: Silbernagel, Angelika, et al.
Published: (2026)

Fractional Cointegration of Geometric Functionals
by: Caponera, Alessia, et al.
Published: (2025)

Edge-indexed network time series with graph Ornstein-Uhlenbeck dynamics
by: Chen, Jiaming, et al.
Published: (2026)

Extrapolation Problem for Continuous Time Periodically Correlated Isotropic Random Fields
by: Golichenko, Iryna, et al.
Published: (2025)

On the spatial extent of extreme threshold exceedances
by: Cotsakis, Ryan, et al.
Published: (2024)

Cluster size distributions of discrete random fields
by: Cheng, Dan, et al.
Published: (2026)

On nonparametric estimation of the interaction function in particle system models
by: Belomestny, Denis, et al.
Published: (2024)

Object detection under the linear subspace model with application to cryo-EM images
by: Eldar, Amitay, et al.
Published: (2024)

Jump detection in high-frequency order prices
by: Bibinger, Markus, et al.
Published: (2024)

Statistical inference for Levy-driven graph supOU processes: From short- to long-memory in high-dimensional time series
by: Mehta, Shreya, et al.
Published: (2025)

A Bayesian sequential soft classification problem for a Brownian motion's drift
by: Campbell, Steven, et al.
Published: (2025)

Minimax-robust interpolation problem for periodically correlated isotropic on a sphere random field
by: Golichenko, Iryna, et al.
Published: (2025)

Nonparametric Inference for Noise Covariance Kernels in Parabolic SPDEs using Space-Time Infill-Asymptotics
by: Petersson, Andreas, et al.
Published: (2025)

Partial correlation graphs for continuous-parameter time series
by: Fasen-Hartmann, Vicky, et al.
Published: (2024)

The central limit theorem for sum-functions of m-tuples of spacings
by: Mirakhmedov, Sherzod M.
Published: (2024)

Anytime-Valid Tests for Sparse Anomalies
by: Pérez-Ortiz, Muriel F., et al.
Published: (2025)

Asymptotic behavior of the variance of the BLUE for the mean of stationary processes
by: Ginovyan, Mamikon S.
Published: (2026)

Interpolation of functionals of stochastic sequences with stationary increments from observations with noise
by: Luz, Maksym, et al.
Published: (2025)

Orientation in Poisson Cluster Processes via Imaginary Bispectra
by: Kresin, Conor, et al.
Published: (2026)

Causal tail coefficient for compound extremes in multivariate time series
by: Yin, Cathy, et al.
Published: (2025)

Hawkes autoregressive processes: a new model for multiscale and heterogeneous processes
by: Leblanc, Théo
Published: (2025)

Sparse Estimation for High-Dimensional Lévy-driven Ornstein--Uhlenbeck Processes from Discrete Observations
by: Dexheimer, Niklas, et al.
Published: (2026)

Empirical interpretation of the Pitman efficiency
by: Inglot, Tadeusz
Published: (2026)

A test for counting sequences of integer-valued autoregressive models
by: Goto, Yuichi, et al.
Published: (2023)

Filtering of Continuous Time Periodically Correlated Isotropic Random Fields
by: Golichenko, Iryna, et al.
Published: (2016)

Prediction problem for continuous time stochastic processes with periodically correlated increments observed with noise
by: Luz, Maksym, et al.
Published: (2023)

M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data
by: Shimizu, Yasutaka
Published: (2025)

Nonparametric density estimation for stationary processes under multiplicative measurement errors
by: Dang, Duc Trong, et al.
Published: (2024)

The relative efficiency of sequential tests
by: Doerks, Henri, et al.
Published: (2026)

Rank tests for time-varying covariance matrices observed under noise
by: Reiß, Markus, et al.
Published: (2026)

Approximation and estimation of scale functions for spectrally negative Levy processes
by: Irie, Haruka, et al.
Published: (2024)

Dirichlet kernel density estimation for strongly mixing sequences on the simplex
by: Daayeb, Hanen, et al.
Published: (2025)

Robust interpolation of sequences with periodically stationary multiplicative seasonal increments
by: Luz, Maksym, et al.
Published: (2025)

Robust extrapolation problem for stochastic sequences with stationary increments
by: Luz, Maksym, et al.
Published: (2025)

On Minimax Estimation Problems for Periodically Correlated Stochastic Processes
by: Dubovets'ka, Iryna, et al.
Published: (2025)

Robust Forecasting of Sequences with Periodically Stationary Long Memory Multiplicative Seasonal Increments Observed with Noise and Cointegrated Sequences
by: Luz, Maksym, et al.
Published: (2025)

An Aldous-Hoover type representation for row exchangeable arrays
by: Donald, Evan, et al.
Published: (2025)

On stable central limit theorems for multivariate discrete-time martingales
by: Häusler, Erich, et al.
Published: (2024)

A Note on Inferential Decisions, Errors and Path-Dependency
by: Wren, Kangda K.
Published: (2025)

Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent
by: Bibinger, Markus, et al.
Published: (2023)