Structural stability of functional data -- a new adjusted-range-based self-normalization approach

DOI10.1016/J.ECONLET.2025.112350MaRDI QIDQ6957263zbMATH OpenFDO

Authors Jiajing Sun, Yongmiao Hong, Zhuo Lin, Weichao Xu

Publication date 16 July 2025

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2025.112350

zbMATH Keywords

self-normalizationfunctional time seriesadjusted-rangeKarhunen-Loève expansion

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Functional data analysis (62R10)

Cites work

• A self-normalized approach to confidence interval construction in time series
• Adjusted-range self-normalized confidence interval construction for censored dependent data
• Assessing the Finite Dimensionality of Functional Data
• Break detection in the covariance structure of multivariate time series models
• Detecting Changes in the Mean of Functional Observations
• Detecting and dating structural breaks in functional data without dimension reduction
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
• Selecting the number of principal components in functional data
• Statistical inference for independent component analysis: application to structural VAR models
• Testing for change points in time series
• Testing the structural stability of temporally dependent functional observations and application to climate projections
• Two sample inference for the second-order property of temporally dependent functional data

This page was built for publication: Structural stability of functional data -- a new adjusted-range-based self-normalization approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6957263)