FTSgof
From MaRDI portal
Description
It offers comprehensive tools for the analysis of functional time series data, focusing on white noise hypothesis testing and goodness-of-fit evaluations, alongside functions for simulating data and advanced visualization techniques, such as 3D rainbow plots. These methods are described in Kokoszka, Rice, and Shang (2017) <doi:10.1016/j.jmva.2017.08.004>, Yeh, Rice, and Dubin (2023) <doi:10.1214/23-EJS2112>, Kim, Kokoszka, and Rice (2023) <doi:10.1214/23-ss143>, and Rice, Wirjanto, and Zhao (2020) <doi:10.1111/jtsa.12532>.
- Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series
- Inference for the autocovariance of a functional time series under conditional heteroscedasticity
- Tests for conditional heteroscedasticity of functional data
- White noise testing for functional time series
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