Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach

DOI10.1007/s10463-021-00795-2OpenAlexW3164086980MaRDI QIDQ2121444

Kevin Kokot, Dette, Holger

Publication date: 4 April 2022

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.07291

zbMATH Keywords

bootstrapBanach spacesCUSUMcovariance operatorfunctional time serieschange point problemstwo sample problemsrelevant hypotheses

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

A test for heteroscedasticity in functional linear models, Break point detection for functional covariance, Statistical inference for function-on-function linear regression

Uses Software

• fda (R)

Cites Work

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