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• W3172275314 abstract "This study develops an asymptotic theory for estimating the time-varying characteristics of locally stationary functional time series (LSFTS). We investigate a kernel-based method to estimate the time-varying covariance operator and the time-varying mean function of an LSFTS. In particular, we derive the convergence rate of the kernel estimator of the covariance operator and associated eigenvalue and eigenfunctions and establish a central limit theorem for the kernel-based locally weighted sample mean. As applications of our results, we discuss methods for testing the equality of time-varying mean functions in two functional samples." @default.
• W3172275314 created "2021-06-22" @default.
• W3172275314 creator A5047313782 @default.
• W3172275314 date "2021-05-25" @default.
• W3172275314 modified "2023-10-17" @default.
• W3172275314 title "On the estimation of locally stationary functional time series" @default.
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• W3172275314 doi "https://doi.org/10.48550/arxiv.2105.11873" @default.
• W3172275314 hasPublicationYear "2021" @default.
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