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White noise testing for functional time series (Q6158229)

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scientific article; zbMATH DE number 7690330

Language	Label	Description	Also known as
English	White noise testing for functional time series	scientific article; zbMATH DE number 7690330

Statements

scholarly article

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White noise testing for functional time series (English)

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10.1214/23-ss143

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Piotr S. Kokoszka

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Statistics Surveys

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publication date

31 May 2023

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full work available at URL

https://www.projecteuclid.org/journals/statistics-surveys/volume-17/issue-none/White-noise-testing-for-functional-time-series/10.1214/23-SS143.full

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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Functional Generalized Autoregressive Conditional Heteroskedasticity

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Testing for stationarity of functional time series in the frequency domain

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A Simple Test for White Noise in Functional Time Series

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Linear processes in function spaces. Theory and applications

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Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

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Time series: theory and methods.

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Functional GARCH models: the quasi-likelihood approach and its applications

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On the CLT for discrete Fourier transforms of functional time series

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Power Transformations to Induce Normality and their Applications

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Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation

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Distribution of Multivariate White Noise Autocorrelations

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Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes

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Spectral based testing of the martingale hypothesis

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Tests for Error Correlation in the Functional Linear Model

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Portmanteau Test of Independence for Functional Observations

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A goodness‐of‐fit test for the functional linear model with functional response

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Testing Normality of Functional Time Series

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Statistical Spectral Analysis of Time Series Arising from Stationary Stochastic Processes

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On consistency and sparsity for high-dimensional functional time series with application to autoregressions

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Testing serial independence with functional data

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Consistent Testing for Serial Correlation of Unknown Form

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Testing for periodicity in functional time series

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A FUNCTIONAL VERSION OF THE ARCH MODEL

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Dynamic Functional Principal Components

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Weakly dependent functional data

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Testing normality of spatially indexed functional data

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Test of independence for functional data

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Inference for functional data with applications

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Testing stationarity of functional time series

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Inference in functional factor models with applications to yield curves

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Extensions of some classical methods in change point analysis

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The Multivariate Portmanteau Statistic

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Theoretical Foundations of Functional Data Analysis, with an Introduction to Linear Operators

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A Test for Normality of Observations and Regression Residuals

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Curve forecasting by functional autoregression

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Testing for lack of dependence in the functional linear model

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Introduction to Functional Data Analysis

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Inference for the autocovariance of a functional time series under conditional heteroscedasticity

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Principal Component Analysis of Spatially Indexed Functions

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Testing conditional mean independence for functional data

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A SIMPLE TEST OF NORMALITY FOR TIME SERIES

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Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis

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Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations

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Cramér-Karhunen-Loève representation and harmonic principal component analysis of functional time series

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Fourier analysis of stationary time series in function space

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Testing for lack-of-fit in functional regression models against general alternatives

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Functional data analysis.

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Tests for conditional heteroscedasticity of functional data

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TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS

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Time Series Analysis and Its Applications

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A note on quadratic forms of stationary functional time series under mild conditions

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Locally stationary functional time series

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Functional spherical autocorrelation: a robust estimate of the autocorrelation of a functional time series

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High-dimensional functional time series forecasting: an application to age-specific mortality rates

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Improved functional portmanteau tests

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White noise testing and model diagnostic checking for functional time series

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Mathematics(1 entry)

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