White noise testing and model diagnostic checking for functional time series

DOI10.1016/j.jeconom.2016.04.004zbMath1431.62429OpenAlexW2186648004MaRDI QIDQ2630350

Xianyang Zhang

Publication date: 27 July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.04.004

zbMATH Keywords

periodogramgoodness-of-fitblock bootstrapwhite noise testingfunctional linear modelsfunctional time seriesfunctional autoregressive modelsmodel diagnostic checkingspectra-based test

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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Uses Software

• FinTS
• freqdom.fda

Cites Work

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