White noise testing for functional time series (Q6158229): Difference between revisions

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+Functional Generalized Autoregressive Conditional Heteroskedasticity
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+Testing for stationarity of functional time series in the frequency domain
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+A Simple Test for White Noise in Functional Time Series
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+Linear processes in function spaces. Theory and applications
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+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
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+Time series: theory and methods.
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+On the CLT for discrete Fourier transforms of functional time series
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+Power Transformations to Induce Normality and their Applications
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+Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
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+Distribution of Multivariate White Noise Autocorrelations
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+Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
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+Spectral based testing of the martingale hypothesis
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+Tests for Error Correlation in the Functional Linear Model
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+Portmanteau Test of Independence for Functional Observations
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+A goodness‐of‐fit test for the functional linear model with functional response
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+Testing Normality of Functional Time Series
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+Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes
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+On consistency and sparsity for high-dimensional functional time series with application to autoregressions
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+Testing serial independence with functional data
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+Consistent Testing for Serial Correlation of Unknown Form
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+Testing for periodicity in functional time series
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+A FUNCTIONAL VERSION OF THE ARCH MODEL
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+Dynamic Functional Principal Components
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+Weakly dependent functional data
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+Testing normality of spatially indexed functional data
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+Test of independence for functional data
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+Inference for functional data with applications
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+Testing stationarity of functional time series
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+Inference in functional factor models with applications to yield curves
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+Extensions of some classical methods in change point analysis
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+The Multivariate Portmanteau Statistic
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+Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
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+A Test for Normality of Observations and Regression Residuals
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+Curve forecasting by functional autoregression
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+Testing for lack of dependence in the functional linear model
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+Introduction to Functional Data Analysis
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+Inference for the autocovariance of a functional time series under conditional heteroscedasticity
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+Principal Component Analysis of Spatially Indexed Functions
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+Testing conditional mean independence for functional data
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+Q4742198
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+A SIMPLE TEST OF NORMALITY FOR TIME SERIES
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+Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
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+Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
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+Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series
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+Fourier analysis of stationary time series in function space
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+Testing for lack-of-fit in functional regression models against general alternatives
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+Functional data analysis.
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+Tests for conditional heteroscedasticity of functional data
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+TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS
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+Time Series Analysis and Its Applications
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+A note on quadratic forms of stationary functional time series under mild conditions
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+Locally stationary functional time series
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+Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series
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+High-dimensional functional time series forecasting: an application to age-specific mortality rates
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+Improved functional portmanteau tests
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+White noise testing and model diagnostic checking for functional time series
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