Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(9 intermediate revisions by 8 users not shown)
Property / DOI
 
Property / DOI: 10.1007/s10463-019-00721-7 / rank
Normal rank
 
Property / author
 
Property / author: Dette, Holger / rank
Normal rank
 
Property / author
 
Property / author: Dette, Holger / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: freqdom.fda / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2953013340 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detecting and estimating changes in dependent functional data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of a change-point in the mean function of functional data / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Prediction of Stationary Functional Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detecting Changes in the Mean of Functional Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear processes in function spaces. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of mean and covariance operator of autoregressive processes in Banach spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3947020 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on conditional versus joint unconditional weak convergence in bootstrap consistency results / rank
 
Normal rank
Property / cites work
 
Property / cites work: Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fibering method in some probabilistic problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations / rank
 
Normal rank
Property / cites work
 
Property / cites work: New techniques for empirical processes of dependent data / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Measure of Stationarity in Locally Stationary Processes With Applications to Testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for second-order stationarity of a time series based on the discrete Fourier transform / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric functional data analysis. Theory and practice. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weakly dependent functional data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Functional Principal Components / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for functional data with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing the stability of the functional autoregressive process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forecasting functional time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Higher moments of Banach space valued random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for second order stationarity of a multivariate time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Non-Parametric Stationarity Test of Time Series in the Time Domain / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on general quadratic forms of nonstationary stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a measure of lack of fit in time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fourier analysis of stationary time series in function space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Automatic Block-Length Selection for the Dependent Bootstrap / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sequential block bootstrap in a Hilbert space with application to change point analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimates of semiinvariants and centered moments of stochastic processes with mixing. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Locally stationary functional time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak convergence and empirical processes. With applications to statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric regression for locally stationary time series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3873024 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q127681175 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1007/S10463-019-00721-7 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 03:26, 10 December 2024

scientific article
Language Label Description Also known as
English
Detecting deviations from second-order stationarity in locally stationary functional time series
scientific article

    Statements

    Detecting deviations from second-order stationarity in locally stationary functional time series (English)
    0 references
    0 references
    0 references
    0 references
    20 July 2020
    0 references
    alpha mixing
    0 references
    CUSUM test
    0 references
    autocovariance operator
    0 references
    block multiplier bootstrap
    0 references
    change points
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references