Pages that link to "Item:Q91432"

The following pages link to Portmanteau Test of Independence for Functional Observations (Q91432):

Displaying 27 items.

• Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
• Optimal rates for independence testing via $U$-statistic permutation tests (Q130903) (← links)
• Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis (Q133693) (← links)
• A randomness test for functional panels (Q311801) (← links)
• Fourier analysis of stationary time series in function space (Q355089) (← links)
• Test of independence for functional data (Q391591) (← links)
• An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
• Testing for independence between functional time series (Q888330) (← links)
• Testing the stability of the functional autoregressive process (Q1049540) (← links)
• wwntests (Q1333895) (← links)
• A new framework for the statistical analysis of set-valued random elements (Q1687292) (← links)
• Monitoring the intraday volatility pattern (Q1695559) (← links)
• Testing the structural stability of temporally dependent functional observations and application to climate projections (Q1952249) (← links)
• Fourier-type tests of mutual independence between functional time series (Q2078533) (← links)
• Estimation of trace-variogram using Legendre-Gauss quadrature (Q2083421) (← links)
• A note on repeated measures analysis for functional data (Q2176330) (← links)
• A Darling-Erdős-type CUSUM-procedure for functional data (Q2256595) (← links)
• Two sample inference for the second-order property of temporally dependent functional data (Q2348730) (← links)
• Consistency of the mean and the principal components of spatially distributed functional data (Q2435212) (← links)
• White noise testing and model diagnostic checking for functional time series (Q2630350) (← links)
• Testing serial independence with functional data (Q2666064) (← links)
• Determining the order of the functional autoregressive model (Q2852484) (← links)
• A Simple Test for White Noise in Functional Time Series (Q4604006) (← links)
• Seasonal functional autoregressive models (Q5063322) (← links)
• Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
• White noise testing for functional time series (Q6158229) (← links)
• A portmanteau-type test for detecting serial correlation in locally stationary functional time series (Q6166015) (← links)