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shows the FACF estimate and 95% SCE of the true FACF for one

shows the FACF estimate and 95% SCE of the true FACF for one

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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...