Testing Relevant Hypotheses in Functional Time Series via Self-Normalization

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Statistical Inference for Functional Time Series

Cited in

(33)

Pivotal inference for function-on-function linear regression via self-normalization
Test for the mean of high-dimensional functional time series
Rank-based change-point analysis for long-range dependent time series
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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
Dependence properties of stochastic volatility models
scientific article; zbMATH DE number 5224889 (Why is no real title available?)
Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
An RKHS approach for pivotal inference in functional linear regression
Testing for Equivalence of Pre-Trends in Difference-in-Differences Estimation
Detecting relevant changes in the spatiotemporal mean function
Subsample scan test for multiple breaks based on self-normalization
Change point analysis for functional data using empirical characteristic functionals
Monitoring panels of sparse functional data
A new approach to statistical inference for functional time series
A warped self-normalized two-sample test for time series with staggered observation periods
Detection of a structural break in intraday volatility pattern
Pivotal tests for relevant differences in the second order dynamics of functional time series
Testing relevant hypotheses in functional time series via self-normalization
On-line detection of changes in the shape of intraday volatility curves
Monitoring of functional time series
Specification testing in semi-parametric transformation models
Multiple change point detection in functional data with applications to biomechanical fatigue data
Self-Normalization for Time Series: A Review of Recent Developments
Validating approximate slope homogeneity in large panels
Power and sample size calculation of two-sample projection-based testing for sparsely observed functional data
Testing mean stationarity of intraday volatility curves
A statistical framework for analyzing shape in a time series of random geometric objects
Nonasymptotic one- and two-sample tests in high dimension with unknown covariance structure
Testing relevant hypotheses in functional variance function via self-normalization

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