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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DOI

10.1007/s11203-022-09285-5

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6166015

@@ Property / cites work @@
+Testing for stationarity of functional time series in the frequency domain
+Normal rank
@@ Property / cites work @@
+A Simple Test for White Noise in Functional Time Series
+Normal rank
@@ Property / cites work @@
+Some Difficulties of Interpretation Encountered in the Application of the Chi-Square Test
+Normal rank
@@ Property / cites work @@
+Linear processes in function spaces. Theory and applications
+Normal rank
@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+Q3947020
@@ Property / cites work: Q3947020 / rank @@
+Normal rank
@@ Property / cites work @@
+Detecting deviations from second-order stationarity in locally stationary functional time series
+Normal rank
@@ Property / cites work @@
+Combining Cumulative Sum Change‐Point Detection Tests for Assessing the Stationarity of Univariate Time Series
+Normal rank
@@ Property / cites work @@
+A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
+Normal rank
@@ Property / cites work @@
+ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION
+Normal rank
@@ Property / cites work @@
+A Measure of Stationarity in Locally Stationary Processes With Applications to Testing
+Normal rank
@@ Property / cites work @@
+Detecting Relevant Changes in Time Series Models
@@ Property / cites work: Detecting Relevant Changes in Time Series Models / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric functional data analysis. Theory and practice.
+Normal rank
@@ Property / cites work @@
+Tests for Error Correlation in the Functional Linear Model
+Normal rank
@@ Property / cites work @@
+Portmanteau Test of Independence for Functional Observations
+Normal rank
@@ Property / cites work @@
+Testing Normality of Functional Time Series
@@ Property / cites work: Testing Normality of Functional Time Series / rank @@
+Normal rank
@@ Property / cites work @@
+A TEST FOR WEAK STATIONARITY IN THE SPECTRAL DOMAIN
+Normal rank
@@ Property / cites work @@
+Consistent Testing for Serial Correlation of Unknown Form
+Normal rank
@@ Property / cites work @@
+Bootstrapping the Box-Pierce \(Q\) test: a robust test of uncorrelatedness
+Normal rank
@@ Property / cites work @@
+Inference for functional data with applications
@@ Property / cites work: Inference for functional data with applications / rank @@
+Normal rank
@@ Property / cites work @@
+Test of independence for functional data
@@ Property / cites work: Test of independence for functional data / rank @@
+Normal rank
@@ Property / cites work @@
+The Multivariate Portmanteau Statistic
@@ Property / cites work: The Multivariate Portmanteau Statistic / rank @@
+Normal rank
@@ Property / cites work @@
+Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators
+Normal rank
@@ Property / cites work @@
+Inference for the autocovariance of a functional time series under conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+A note on general quadratic forms of nonstationary stochastic processes
+Normal rank
@@ Property / cites work @@
+Testing That a Dependent Process Is Uncorrelated
@@ Property / cites work: Testing That a Dependent Process Is Uncorrelated / rank @@
+Normal rank
@@ Property / cites work @@
+Testing temporal constancy of the spectral structure of a time series
+Normal rank
@@ Property / cites work @@
+A Powerful Portmanteau Test of Lack of Fit for Time Series
+Normal rank
@@ Property / cites work @@
+Testing for strong serial correlation and dynamic conditional heteroskedasticity in multiple regression
+Normal rank
@@ Property / cites work @@
+The Dependent Wild Bootstrap
@@ Property / cites work: The Dependent Wild Bootstrap / rank @@
+Normal rank
@@ Property / cites work @@
+A nonparametric test for stationarity in functional time series
+Normal rank
@@ Property / cites work @@
+A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
+Normal rank
@@ Property / cites work @@
+Locally stationary functional time series
@@ Property / cites work: Locally stationary functional time series / rank @@
+Normal rank
@@ Property / cites work @@
+Weak convergence and empirical processes. With applications to statistics
+Normal rank
@@ Property / cites work @@
+White noise testing and model diagnostic checking for functional time series
+Normal rank