Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
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Publication:5087150
DOI10.1111/RSSB.12370OpenAlexW3023883265MaRDI QIDQ5087150FDOQ5087150
Authors: Kevin Kokot, Stanislav Volgushev, Holger Dette 
Publication date: 8 July 2022
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.06092
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- Statistical Inference for Functional Time Series
self-normalizationfunctional time seriestwo-sample problemschange point analysiscumulative sumrelevant hypotheses
Cited In (17)
- Rank-based change-point analysis for long-range dependent time series
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
- Statistical inference for the slope parameter in functional linear regression
- Quantifying deviations from separability in space-time functional processes
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
- Title not available (Why is that?)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
- An RKHS approach for pivotal inference in functional linear regression
- Detecting relevant changes in the spatiotemporal mean function
- Subsample scan test for multiple breaks based on self-normalization
- Detection of a structural break in intraday volatility pattern
- Pivotal tests for relevant differences in the second order dynamics of functional time series
- Specification testing in semi-parametric transformation models
- Multiple change point detection in functional data with applications to biomechanical fatigue data
- Validating approximate slope homogeneity in large panels
- Self-Normalization for Time Series: A Review of Recent Developments
- Nonasymptotic one- and two-sample tests in high dimension with unknown covariance structure
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