Pages that link to "Item:Q5087150"
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The following pages link to Testing Relevant Hypotheses in Functional Time Series via Self-Normalization (Q5087150):
Displaying 16 items.
- Specification testing in semi-parametric transformation models (Q2074685) (← links)
- Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
- Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach (Q2121444) (← links)
- Rank-based change-point analysis for long-range dependent time series (Q2676918) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- Quantifying deviations from separability in space-time functional processes (Q2676946) (← links)
- Self-Normalization for Time Series: A Review of Recent Developments (Q5367488) (← links)
- (Q5434018) (← links)
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators (Q6039879) (← links)
- Subsample scan test for multiple breaks based on self-normalization (Q6060902) (← links)
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
- Detecting relevant changes in the spatiotemporal mean function (Q6176936) (← links)
- An RKHS approach for pivotal inference in functional linear regression (Q6593374) (← links)
- Detection of a structural break in intraday volatility pattern (Q6615474) (← links)
- Validating approximate slope homogeneity in large panels (Q6664673) (← links)
- Multiple change point detection in functional data with applications to biomechanical fatigue data (Q6665498) (← links)
