Testing the stability of the functional autoregressive process
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Publication:1049540
DOI10.1016/J.JMVA.2008.12.008zbMATH Open1178.62099OpenAlexW1993897623MaRDI QIDQ1049540FDOQ1049540
Authors: Lajos Horváth, Marie Hušková, Piotr Kokoszka 
Publication date: 12 January 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.12.008
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Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: hypothesis testing (62M07)
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Cited In (31)
- Testing for a change in covariance operator
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- KPSS test for functional time series
- Inferential procedures for partially observed functional data
- Robust depth-based estimation of the functional autoregressive model
- Testing stationarity of functional time series
- Sequential data-adaptive bandwidth selection by cross-validation for nonparametric prediction
- Dependent functional data
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
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- Structural breaks in time series
- An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves
- Change-point analysis in increasing dimension
- Convolutional autoregressive models for functional time series
- Empirical properties of forecasts with the functional autoregressive model
- Periodically correlated autoregressive Hilbertian processes
- Determining the order of the functional autoregressive model
- Maximum likelihood ratio test for the stability of sequence of Gaussian random processes
- Optimal eigen expansions and uniform bounds
- Detecting deviations from second-order stationarity in locally stationary functional time series
- A partial overview of the theory of statistics with functional data
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- Fourier analysis of stationary time series in function space
- A bootstrap-based KPSS test for functional time series
- Testing the structural stability of temporally dependent functional observations and application to climate projections
- Locally stationary functional time series
- Detecting changes in functional linear models
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