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depicts the FACF estimatê C 1 (·, ·) and 95% SCEs for the true

depicts the FACF estimatê C 1 (·, ·) and 95% SCEs for the true

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Statistical inference for functional time series is investigated by extending the classic concept of autocovariance function (ACF) to functional ACF (FACF). It is established that for functional moving average (FMA) data, the FMA order can be determined as the highest nonvanishing order of FACF, just as in classic time series analysis. A two-step e...