Bootstrapping covariance operators of functional time series
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Abstract: For testing hypothesis on the covariance operator of functional time series, we suggest to use the full functional information and to avoid dimension reduction techniques. The limit distribution follows from the central limit theorem of the weak convergence of the partial sum process in general Hilbert space applied to the product space. In order to obtain critical values for tests, we generalize bootstrap results from the independent to the dependent case. This results can be applied to covariance operators, autocovariance operators and cross covariance operators. We discuss one sample and changepoint tests and give some simulation results.
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Cites work
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- scientific article; zbMATH DE number 774870 (Why is no real title available?)
- Inference for functional data with applications
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- Testing equality between several populations covariance operators
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Cited in
(14)- Bootstrap methods for stationary functional time series
- Change point analysis of covariance functions: a weighted cumulative sum approach
- Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
- Testing for the rank of a covariance operator
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
- Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem
- Testing equality of autocovariance operators for functional time series
- Inference for the lagged cross-covariance operator between functional time series
- Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data
- Robust nonparametric hypothesis tests for differences in the covariance structure of functional data
- Adaptive parametric change point inference under covariance structure changes
- Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
- Change point analysis for functional data using empirical characteristic functionals
- Robust changepoint detection in the variability of multivariate functional data
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