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
(33)- Testing for a change in covariance operator
- A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes
- scientific article; zbMATH DE number 1916979 (Why is no real title available?)
- KPSS test for functional time series
- Functional Time Series Analysis and Visualization Based on Records
- 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
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- 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
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- Testing the structural stability of temporally dependent functional observations and application to climate projections
- Locally stationary functional time series
- Detecting changes in functional linear models
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