Testing equality of spectral density operators for functional processes

DOI10.1016/J.JMVA.2021.104889OpenAlexW3208180012MaRDI QIDQ2078561FDOQ2078561

Daniel Rademacher, Anne Leucht, Efstathios Paparoditis, Theofanis Sapatinas

Publication date: 1 March 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.03412

zbMATH Keywords

bootstrapfunctional linear processesspectral density operator\( L^2\)-tests

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Stationary stochastic processes (60G10) Multivariate analysis (62Hxx)

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Cited In (4)

• Frequency domain theory for functional time series: variance decomposition and an invariance principle
• Testing Equality of Spectral Density Operators for Functional Processes
• Testing equality of spectral densities using randomization techniques
• A general method for testing validity of one-particle spectral functions

Uses Software

• freqdom.fda

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