Recommendations
- Testing trend stationarity of functional time series with application to yield and daily price curves
- Testing stationarity of functional time series
- A bootstrap-based KPSS test for functional time series
- Generalizations of the KPSS‐test for stationarity
- A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
Cites work
- A Functional Wavelet–Kernel Approach for Time Series Prediction
- A robust version of the KPSS test based on indicators
- A test for second order stationarity of a multivariate time series
- Adaptive dynamic Nelson-Siegel term structure model with applications
- Asymptotic spectral theory for nonlinear time series
- Curve forecasting by functional autoregression
- Determining the order of the functional autoregressive model
- Fourier analysis of stationary time series in function space
- Functional data analysis for volatility
- Functional dynamic factor models with application to yield curve forecasting
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Inference for functional data with applications
- Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
- Long-Term Memory in Stock Market Prices
- On the power of the KPSS test of stationarity against fractionally-integrated alternatives
- On the prediction of stationary functional time series
- Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
- Rescaled variance and related tests for long memory in volatility and levels
- Split invariance principles for stationary processes
- Testing for unit roots in autoregressive-moving average models of unknown order
- Testing stationarity of functional time series
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Testing the stability of the functional autoregressive process
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Weak invariance principles for sums of dependent random functions
- Weakly dependent functional data
Cited in
(10)- Testing trend stationarity of functional time series with application to yield and daily price curves
- A bootstrap-based KPSS test for functional time series
- Testing stationarity of functional time series
- A spatial-type interval-valued median for random intervals
- Change point tests in functional factor models with application to yield curves
- INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES
- Functional principal component analysis for cointegrated functional time series
- Functional Time Series Analysis and Visualization Based on Records
- The Granger-Johansen representation theorem for integrated time series on Banach space
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
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