Testing Normality of Functional Time Series

DOI10.1111/JTSA.12281zbMath1416.62489OpenAlexW2780978859MaRDI QIDQ4577079

Lajos Horváth, Siegfried Hörmann, Tomasz Górecki, Piotr S. Kokoszka

Publication date: 11 July 2018

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12281

zbMATH Keywords

time seriesnormal distributionfunctional dataJarque-Bera test

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Related Items (13)

White noise testing for functional time series ⋮ Intra-day co-movements of crude oil futures: China and the international benchmarks ⋮ Frequency domain theory for functional time series: variance decomposition and an invariance principle ⋮ Principal Component Analysis of Spatially Indexed Functions ⋮ Tests of Normality of Functional Data ⋮ Factor models for high‐dimensional functional time series I: Representation results ⋮ A portmanteau-type test for detecting serial correlation in locally stationary functional time series ⋮ A bootstrap-based KPSS test for functional time series ⋮ Projection pursuit based tests of normality with functional data ⋮ Testing the equality of a large number of means of functional data ⋮ Change point analysis of covariance functions: a weighted cumulative sum approach ⋮ Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces ⋮ Estimating the conditional distribution in functional regression problems

This page was built for publication: Testing Normality of Functional Time Series