ftsspec1.0.0 package

Spectral Density Estimation and Comparison for Functional Time Series

Functions for estimating spectral density operator of functional time series (FTS) and comparing the spectral density operator of two functional time series, in a way that allows detection of differences of the spectral density operator in frequencies and along the curve length.

  • Maintainer: Shahin Tavakoli
  • License: GPL-2
  • Last published: 2015-09-08