Two sample inference for the second-order property of temporally dependent functional data

DOI10.3150/13-BEJ592zbMath1388.62274arXiv1506.00847MaRDI QIDQ2348730

Xianyang Zhang, Xiao-Feng Shao

Publication date: 15 June 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.00847

zbMATH Keywords

univariate time seriesSN-based testsspatio-temporal datasets

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (21)

Detection of Local Differences in Spatial Characteristics Between Two Spatiotemporal Random Fields ⋮ Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach ⋮ Quadratic forms of the empirical processes for the two-sample problem for functional data ⋮ Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators ⋮ Evaluating Proxy Influence in Assimilated Paleoclimate Reconstructions—Testing the Exchangeability of Two Ensembles of Spatial Processes ⋮ Pivotal tests for relevant differences in the second order dynamics of functional time series ⋮ Nonparametric matrix response regression with application to brain imaging data analysis ⋮ Detecting relevant changes in the spatiotemporal mean function ⋮ Comparison between spatio‐temporal random processes and application to climate model data ⋮ Two-sample and change-point inference for non-Euclidean valued time series ⋮ Testing equality of autocovariance operators for functional time series ⋮ A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing ⋮ Wasserstein autoregressive models for density time series ⋮ Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data ⋮ Inference for the autocovariance of a functional time series under conditional heteroscedasticity ⋮ Robust nonparametric hypothesis tests for differences in the covariance structure of functional data ⋮ Structural break analysis for spectrum and trace of covariance operators ⋮ Detecting structural breaks in eigensystems of functional time series ⋮ Bootstrapping covariance operators of functional time series ⋮ Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series ⋮ Testing equality of spectral density operators for functional processes

Uses Software

• fda (R)

Cites Work

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• Testing That a Dependent Process Is Uncorrelated
• Test of Significance When Data Are Curves
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• Second-Order Comparison of Gaussian Random Functions and the Geometry of DNA Minicircles

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