Functional Stationarity is a stochastic property in functional time series analysis denoting that the probabilistic structure of the sequence of random functions remains invariant over time, specifically requiring that the mean function is constant and the covariance operator depends only on the time lag.
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2017–2026
14
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Weakly dependent functional data
Siegfried Hörmann, Piotr Kokoszka · The Annals of Statistics · 2010 · 362 citations · Full text
Testing stationarity of functional time series
Lajos Horváth, Piotr Kokoszka, Gregory Rice · Journal of Econometrics · 2013 · 217 citations
Computing, Economics, Econometrics +11
Forecasting functional time series
Rob J. Hyndman, Han Lin Shang · Journal of the Korean Statistical Society · 2009 · 184 citations
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- AV
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Institutions
63
Ruhr University Bochum
Bochum, Germany
5 h-index
7 publications
257 citations
University of Utah
Salt Lake City, United States
4 h-index
7 publications
603 citations
Colorado State University
Fort Collins, United States
3 h-index
5 publications
387 citations
Sorbonne Université
Paris, France
3 h-index
6 publications
166 citations
Université de Technologie de Compiègne
Compiègne, France
3 h-index
4 publications
76 citations
Université Libre de Bruxelles
Brussels, Belgium
3 h-index
5 publications
508 citations
Utah State University
Logan, United States
2 h-index
2 publications
433 citations
CY Cergy Paris Université
Cergy-Pontoise, France
2 h-index
2 publications
32 citations
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Venues
- Journal of Econometrics
4 publications · 484 citations
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- Journal of Multivariate Analysis
3 publications · 110 citations
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- Journal of Time Series Analysis
3 publications · 62 citations
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- The Annals of Statistics
3 publications · 442 citations
3
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- Electronic Journal of Statistics
2 publications · 119 citations
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