FTSgof (Q7386776)
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White Noise and Goodness-of-Fit Tests for Functional Time Series
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | FTSgof |
White Noise and Goodness-of-Fit Tests for Functional Time Series |
Statements
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>.
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3 October 2024
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Yuqian Zhao
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