A NONPARAMETRIC TEST FOR STATIONARITY IN FUNCTIONAL TIME SERIES von van Delft, Anne, Characiejus, Vaidotas, Dette, Holger

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A general white noise test based on kernel lag-window estimates of the spectral density operator von Characiejus, Vaidotas, Rice, Gregory

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The Maximum of the Periodogram of a Sequence of Functional Data von Cerovecki, Clément, Characiejus, Vaidotas, Hörmann, Siegfried

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A Simple Test for White Noise in Functional Time Series von Bagchi, Pramita, Characiejus, Vaidotas, Dette, Holger

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Operator self-similar processes and functional central limit theorems von Characiejus, Vaidotas, Račkauskas, Alfredas

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The central limit theorem for a sequence of random processes with space-varying long memory von Characiejus, Vaidotas, Račkauskas, Alfredas

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Estimation of the long-run variance of nonlinear time series with an application to change point analysis von Characiejus, Vaidotas, Kokoszka, Piotr, Meng, Xiangdong

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A general white noise test based on kernel lag-window estimates of the spectral density operator von Characiejus, Vaidotas, Rice, Gregory

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The maximum of the periodogram of Hilbert space valued time series von Cerovecki, Clément, Characiejus, Vaidotas, Hörmann, Siegfried

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Estimation of the long-run variance of nonlinear time series with an application to change point analysis von Characiejus, Vaidotas, Kokoszka, Piotr, Meng, Xiangdong

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Operator self-similar processes and functional central limit theorems von Characiejus, Vaidotas, Račkauskas, Alfredas

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Weak law of large numbers for linear processes von Characiejus, Vaidotas, Račkauskas, Alfredas

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The central limit theorem for a sequence of random processes with space varying long memory von Characiejus, Vaidotas, Račkauskas, Alfredas

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The Maximum of the Periodogram of a Sequence of Functional Data von Cerovecki, Clément, Characiejus, Vaidotas, Hörmann, Siegfried

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A simple test for white noise in functional time series von Bagchi, Pramita, Characiejus, Vaidotas, Dette, Holger

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A nonparametric test for stationarity in functional time series von Anne van Delft, Characiejus, Vaidotas, Dette, Holger

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The maximum of the periodogram of Hilbert space valued time series von Cerovecki, Clément, Characiejus, Vaidotas, Hörmann, Siegfried

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A simple test for white noise in functional time series von Bagchi, Pramita, Characiejus, Vaidotas, Dette, Holger

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A simple test for white noise in functional time series von Bagchi, Pramita, Characiejus, Vaidotas, Dette, Holger

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A nonparametric test for stationarity in functional time series von Van Delft, Anne, Bagchi, Pramita, Characiejus, Vaidotas, Dette, Holger

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