Gradual changes in functional time series

DOI10.1111/JTSA.12809MaRDI QIDQ7228183zbMATH OpenFDO

Authors Patrick Bastian, Holger Dette

Publication date 13 April 2026

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1111/JTSA.12809

zbMATH Keywords

bootstrapfunctional time seriesGaussian approximationgradual changesnon-stationarity

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10)

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Cited in

(1)

• Editorial: data segmentation in time series: structural breaks and real-time monitoring

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