Testing the stability of the functional autoregressive process
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Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Non-Markovian processes: hypothesis testing (62M07)
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Cited in
(31)- Testing for a change in covariance operator
- scientific article; zbMATH DE number 1916979 (Why is no real title available?)
- KPSS test for functional time series
- Inferential procedures for partially observed functional data
- Robust depth-based estimation of the functional autoregressive model
- Dependent functional data
- Testing stationarity of functional time series
- Sequential data-adaptive bandwidth selection by cross-validation for nonparametric prediction
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- Statistical inference for the slope parameter in functional linear regression
- A consistent estimator of the smoothing operator in the functional Hodrick-Prescott filter
- A nonparametric test for stationarity in functional time series
- Extensions of some classical methods in change point analysis
- Structural breaks in time series
- Seasonal functional autoregressive models
- Change-point analysis in increasing dimension
- Convolutional autoregressive models for functional time series
- Empirical properties of forecasts with the functional autoregressive model
- An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves
- Periodically correlated autoregressive Hilbertian processes
- Determining the order of the functional autoregressive model
- Maximum likelihood ratio test for the stability of sequence of Gaussian random processes
- Optimal eigen expansions and uniform bounds
- A partial overview of the theory of statistics with functional data
- Detecting deviations from second-order stationarity in locally stationary functional time series
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- Two sample inference in functional linear models
- A bootstrap-based KPSS test for functional time series
- Testing the structural stability of temporally dependent functional observations and application to climate projections
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- Detecting changes in functional linear models
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