Testing trend stationarity of functional time series with application to yield and daily price curves

DOI10.4310/SII.2017.V10.N1.A8zbMath1388.62130OpenAlexW2525218298MaRDI QIDQ1748622

Gabriel Young, Piotr S. Kokoszka

Publication date: 14 May 2018

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2017.v10.n1.a8

zbMATH Keywords

random walkintegrated time seriesfunctional datadaily price curves

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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