Finite sample theory for high-dimensional functional/scalar time series with applications
Finite sample theory for high-dimensional functional/scalar time series with applications
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with the number of serially dependent observations. In this paper, we focus on the theoretical analysis of relevant estimated cross-(auto)covariance …