Testing for common trends and patterns in functional time series data

DOI10.1016/J.ECONLET.2025.112440MaRDI QIDQ6908576zbMATH OpenFDO

Authors Li Chen, Xiu Xu

Publication date 30 October 2025

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ECONLET.2025.112440

zbMATH Keywords

functional time seriesstatistical testcommon trendnonparametric kernel estimationcommon pattern

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Cites work

• A nonparametric test for changing trends
• Comparing nonparametric versus parametric regression fits
• Functional time series approach for forecasting very short-term electricity demand
• Global temperatures and greenhouse gases: a common features approach
• Martingale Central Limit Theorems
• Semiparametric estimation and testing of the trend of temperature series
• Testing for Trend Specifications in Panel Data Models
• Testing for common trends in semi-parametric panel data models with fixed effects
• Testing for trends in high-dimensional time series
• Trending time-varying coefficient time series models with serially correlated errors
• Visualizing rate of change: an application to age-specific fertility rates

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