KPSS test for functional time series (Q2953440): Difference between revisions

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-Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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@@ Property / author @@
+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1080/02331888.2015.1128937
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@@ Property / OpenAlex ID @@
+W2470119859
@@ Property / OpenAlex ID: W2470119859 / rank @@
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@@ Property / cites work @@
+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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@@ Property / cites work @@
+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
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@@ Property / cites work @@
+On the power of the KPSS test of stationarity against fractionally-integrated alternatives
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+Rescaled variance and related tests for long memory in volatility and levels
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+A robust version of the KPSS test based on indicators
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+Long-Term Memory in Stock Market Prices
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+A Functional Wavelet–Kernel Approach for Time Series Prediction
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+Curve forecasting by functional autoregression
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+Testing the stability of the functional autoregressive process
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+Functional data analysis for volatility
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+Fourier analysis of stationary time series in function space
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+Determining the order of the functional autoregressive model
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+On the Prediction of Stationary Functional Time Series
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+Testing stationarity of functional time series
@@ Property / cites work: Testing stationarity of functional time series / rank @@
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+A test for second order stationarity of a multivariate time series
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+Inference for functional data with applications
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+Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
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+Weakly dependent functional data
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+Asymptotic spectral theory for nonlinear time series
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+Split invariance principles for stationary processes
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+Weak invariance principles for sums of dependent random functions
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+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
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+Functional dynamic factor models with application to yield curve forecasting
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+Adaptive dynamic Nelson-Siegel term structure model with applications
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+Q5560061
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