A key summary statistic in a stationary functional time series is the long-run covariance function that measures serial dependence. It can be consistently estimated via a kernel sandwich estimator. which is the core of dynamic functional principal component regression for forecasting functional time series. To measure the uncertainty of the long-run covariance estimation. https://www.diegojavierfares.com/flash-find-Bushranger-Awning-2-5m-W-x-2-0m-L-2-Year-No-Fuss-Warranty-AW2000-best-save/