Testing for periodicity in functional time series

DOI10.1214/17-AOS1645zbMath1416.62496arXiv1607.02017MaRDI QIDQ1991685

Gilles Nisol, Siegfried Hörmann, Piotr S. Kokoszka

Publication date: 30 October 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.02017

zbMATH Keywords

asymptoticsperiodicitytestingspectral analysisfunctional datatime series data

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to environmental and related topics (62P12) Inference from stochastic processes and spectral analysis (62M15) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (17)

Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data ⋮ White noise testing for functional time series ⋮ Seasonal functional autoregressive models ⋮ Asymptotics for spherical functional autoregressions ⋮ Frequency domain theory for functional time series: variance decomposition and an invariance principle ⋮ A note on Herglotz's theorem for time series on function spaces ⋮ Sparsely observed functional time series: estimation and prediction ⋮ A note on quadratic forms of stationary functional time series under mild conditions ⋮ Pivotal tests for relevant differences in the second order dynamics of functional time series ⋮ Tests of Normality of Functional Data ⋮ Factor models for high‐dimensional functional time series I: Representation results ⋮ The Maximum of the Periodogram of a Sequence of Functional Data ⋮ Testing equality of autocovariance operators for functional time series ⋮ Functional lagged regression with sparse noisy observations ⋮ Rates of convergence of autocorrelation estimates for periodically correlated autoregressive Hilbertian processes ⋮ SPHARMA approximations for stationary functional time series on the sphere ⋮ A bootstrap-based KPSS test for functional time series

Uses Software

• freqdom.fda

Cites Work

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