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.jmannino.com/mega-pick-Royal-Nomadic-5413-Rug-Ivory-Black-limited-super/