A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015): Difference between revisions

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scientific article; zbMATH DE number 7707697

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English	A portmanteau-type test for detecting serial correlation in locally stationary functional time series	scientific article; zbMATH DE number 7707697

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scholarly article

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title

A portmanteau-type test for detecting serial correlation in locally stationary functional time series (English)

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Statistical Inference for Stochastic Processes

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publication date

6 July 2023

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full work available at URL

https://arxiv.org/abs/2009.07312

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zbMATH Keywords

autocovariance operator

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block multiplier bootstrap

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functional white noise

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time domain test

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MaRDI profile type

Publication

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cites work

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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Some Difficulties of Interpretation Encountered in the Application of the Chi-Square Test

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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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Q3947020

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Detecting deviations from second-order stationarity in locally stationary functional time series

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Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series

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A note on conditional versus joint unconditional weak convergence in bootstrap consistency results

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ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION

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A Measure of Stationarity in Locally Stationary Processes With Applications to Testing

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Detecting Relevant Changes in Time Series Models

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Nonparametric functional data analysis. Theory and practice.

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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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Testing Normality of Functional Time Series

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A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN

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Consistent Testing for Serial Correlation of Unknown Form

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Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness

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Inference for functional data with applications

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Test of independence for functional data

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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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Inference for the autocovariance of a functional time series under conditional heteroscedasticity

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A note on general quadratic forms of nonstationary stochastic processes

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Testing That a Dependent Process Is Uncorrelated

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Testing temporal constancy of the spectral structure of a time series

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A Powerful Portmanteau Test of Lack of Fit for Time Series

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Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression

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The Dependent Wild Bootstrap

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A nonparametric test for stationarity in functional time series

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Locally stationary functional time series

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Weak convergence and empirical processes. With applications to statistics

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White noise testing and model diagnostic checking for functional time series

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Identifiers

arXiv ID

2009.07312

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Mathematics Subject Classification ID

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10.1007/S11203-022-09285-5

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Sitelinks

Mathematics(1 entry)

mardi Publication:6166015

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