Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
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Publication:5087150
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Cited in
(18)- Testing relevant hypotheses in functional time series via self-normalization
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
- Self-Normalization for Time Series: A Review of Recent Developments
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
- Quantifying deviations from separability in space-time functional processes
- Detection of a structural break in intraday volatility pattern
- Detecting relevant changes in the spatiotemporal mean function
- Subsample scan test for multiple breaks based on self-normalization
- scientific article; zbMATH DE number 5224889 (Why is no real title available?)
- Rank-based change-point analysis for long-range dependent time series
- Specification testing in semi-parametric transformation models
- An RKHS approach for pivotal inference in functional linear regression
- Multiple change point detection in functional data with applications to biomechanical fatigue data
- Pivotal tests for relevant differences in the second order dynamics of functional time series
- Nonasymptotic one- and two-sample tests in high dimension with unknown covariance structure
- Validating approximate slope homogeneity in large panels
- Statistical inference for the slope parameter in functional linear regression
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