Test of change point versus long-range dependence in functional time series

DOI10.1111/JTSA.12723MaRDI QIDQ6641042zbMATH OpenFDO

Authors Changryong Baek, Piotr Kokoszka, Xiangdong Meng

Publication date 20 November 2024

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/JTSA.12723

zbMATH Keywords

change pointfunctional time serieslong-range dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes (62Mxx)

Cites work

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• Weak invariance principles for sums of dependent random functions

Cited in

(3)

• Test for the mean of high-dimensional functional time series
• Estimation of the long-run variance of nonlinear time series with an application to change point analysis
• Structural change detection for mean and scale functions in nonstationary functional time series

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