most citedEstimation of the mean of functional time series and a two sample problem

1 citations · 1 across the 2 of their papers we have counts for

collaborators

2 papers

math.ST2011

A Functional Version of the ARCH Model

Siegfried Hormann, Lajos Horvath, Ron Reeder

Improvements in data acquisition and processing techniques have lead to an almost continuous flow of information for financial data. High resolution tick data are available and can…

math.ST2011★ 1 cited

Estimation of the mean of functional time series and a two sample problem

Lajos Horvath, Piotr Kokoszka, Ron Reeder

This paper is concerned with inference based on the mean function of a functional time series, which is defined as a collection of curves obtained by splitting a continuous time re…