Testing normality of functional time series

DOI10.1111/JTSA.12281MaRDI QIDQ4577079zbMATH OpenOpenAlexFDO

Authors Tomasz Górecki, Siegfried Hörmann, Lajos Horváth, Piotr Kokoszka

Publication date 11 July 2018

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

Full work available at URL https://doi.org/10.1111/jtsa.12281

zbMATH Keywords

functional dataJarque-Bera testnormal distributiontime series

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(20)

• Projection pursuit based tests of normality with functional data
• Testing for periodicity in functional time series
• A bootstrap-based KPSS test for functional time series
• Testing the equality of a large number of means of functional data
• Change point analysis of covariance functions: a weighted cumulative sum approach
• Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
• Estimating the conditional distribution in functional regression problems
• Intra-day co-movements of crude oil futures: China and the international benchmarks
• Frequency domain theory for functional time series: variance decomposition and an invariance principle
• Testing for stationarity of functional time series in the frequency domain
• Constructing Normal Forms from Experimental Observations and Time Series Analysis
• Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
• Testing normality of spatially indexed functional data
• A SIMPLE TEST OF NORMALITY FOR TIME SERIES
• Principal Component Analysis of Spatially Indexed Functions
• Tests of Normality of Functional Data
• Factor models for high‐dimensional functional time series I: Representation results
• White noise testing for functional time series
• A portmanteau-type test for detecting serial correlation in locally stationary functional time series
• Simultaneous inference for the distribution of functional principal component scores

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