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We develop a normal approximation for the functional sample mean and then focus on the estimation of the asymptotic variance kernel. Using these results, we develop and asymptotically justify testing procedures for the equality of means in two functional samples exhibiting temporal dependence. Evaluated by means of a simulation study and application to a real data set, these two-sample procedures enjoy good size and power in finite samples.<\/jats:p>","DOI":"10.1111\/j.1467-9868.2012.01032.x","type":"journal-article","created":{"date-parts":[[2012,6,21]],"date-time":"2012-06-21T19:47:48Z","timestamp":1340308068000},"page":"103-122","source":"Crossref","is-referenced-by-count":136,"title":["Estimation of the Mean of Functional Time Series and a Two-Sample Problem"],"prefix":"10.1093","volume":"75","author":[{"given":"Lajos","family":"Horv\u00e1th","sequence":"first","affiliation":[{"name":"University of Utah , Salt Lake City , USA"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Piotr","family":"Kokoszka","sequence":"additional","affiliation":[{"name":"Colorado State University , Fort Collins , USA"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Ron","family":"Reeder","sequence":"additional","affiliation":[{"name":"University of Utah , Salt Lake City , USA"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"286","published-online":{"date-parts":[[2012,6,21]]},"reference":[{"key":"2023031201055505900_","first-page":"1","article-title":"Sequential testing for the stability of high-frequency portfolio betas","volume":"28","author":"Aue","year":"2012","journal-title":"Econmetr. 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