Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series

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SUMMARY

    Such series of functional data objects are referred to as functional time series, and methods for analyzing and modelling functional time series have also been steadily developed in recent years;,, and Chapter 8 of_[20] for an overview of functional time series analysis. When analyzing, or evaluating a model for, any time series, one often begins by computing and plotting a measure of the sample autocorrelation of the series, along with corresponding confidence intervals computed assuming the series forms a strong white noise. In terms of estimating the serial dependence structure of a functional . . .

     

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