Pivotal tests for relevant differences in the second order dynamics of functional time series

DOI10.3150/21-BEJ1418MaRDI QIDQ2676920

Anne van Delft, Dette, Holger

Publication date: 28 September 2022

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.04724

zbMATH Keywords

time seriesspectral analysisfunctional dataself-normalizationmartingale theoryrelevant tests

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx) Multivariate analysis (62Hxx) Nonparametric inference (62Gxx)

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