freqdom.fda swMATH ID: 36344 Software Authors: Hormann S., Kidzinski L. Description: R package freqdom.fda: Functional Time Series: Dynamic Functional Principal Components. Implementations of functional dynamic principle components analysis. Related graphic tools and frequency domain methods. These methods directly use multivariate dynamic principal components implementation, following the guidelines from Hormann, Kidzinski and Hallin (2016), Dynamic Functional Principal Component <doi:10.1111/rssb.12076>. Homepage: https://cran.r-project.org/web/packages/freqdom.fda/index.html Dependencies: R Related Software: fda (R); R; StFinMetrics; refund; bootstrap; rFUNTA; FUNTA; Rainbow; gamair; longmemo; ftsa; ElemStatLearn; Forecast; forecast; freqdom; meboot; itsmr; WeightedPortTest; FinTS Referenced in: 30 Publications Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Dynamic functional principal components. Zbl 1414.62133Hörmann, Siegfried; Kidziński, Łukasz; Hallin, Marc 2015 all top 5 Referenced by 44 Authors 5 Kokoszka, Piotr S. 5 Shang, Han Lin 4 Hörmann, Siegfried 3 Horváth, Lajos 3 Rice, Gregory 3 van Delft, Anne 2 Eichler, Michael 2 Hallin, Marc 2 Paparoditis, Efstathios 2 Yang, Yanrong 1 Berkes, István 1 Bücher, Axel 1 Cao, Jiguo 1 Cerovecki, Clément 1 Chen, Yichao 1 Dette, Holger 1 Gao, Yuan 1 Gleim, Alexander 1 Haghbin, Hossein 1 Hashemi, Maryam 1 Heinrichs, Florian 1 Jirak, Moritz 1 Jouzdani, Neda Mohammadi 1 Kidziński, Łukasz 1 Kowal, Daniel R. 1 Kwon, Junhyeon 1 Leucht, Anne 1 Lim, Yaeji 1 Lippi, Marco 1 Nisol, Gilles 1 Oh, Heeseok 1 Panaretos, Victor M. 1 Pun, Chi Seng 1 Rademacher, Daniel 1 Reimherr, Matthew L. 1 Rubín, Tomáš 1 Salish, Nazarii 1 Sang, Peijun 1 Sapatinas, Theofanis 1 Wölfing, Nikolas 1 Xiong, Qian 1 Yang, Yang 1 Zamani, Atefeh 1 Zhang, Xianyang all top 5 Referenced in 18 Serials 7 Journal of Multivariate Analysis 3 Journal of Econometrics 2 The Annals of Statistics 2 Stochastic Processes and their Applications 2 Electronic Journal of Statistics 2 Statistics and Computing 1 Annals of the Institute of Statistical Mathematics 1 Statistics 1 Probability Theory and Related Fields 1 Bernoulli 1 Revista Matemática Complutense 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Journal of Applied Statistics 1 Extremes 1 Statistical Inference for Stochastic Processes 1 Scandinavian Actuarial Journal 1 Bayesian Analysis 1 Journal of Time Series Econometrics Referenced in 4 Fields 30 Statistics (62-XX) 10 Probability theory and stochastic processes (60-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Numerical analysis (65-XX) Referencing Publications by Year