KPSS test for functional time series

DOI10.1080/02331888.2015.1128937zbMath1440.62333OpenAlexW2470119859MaRDI QIDQ2953440

Gabriel Young, Piotr S. Kokoszka

Publication date: 4 January 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2015.1128937

zbMATH Keywords

random walkyield curveintegrated time seriesfunctional datatrend stationarity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (5)

A spatial-type interval-valued median for random intervals ⋮ INFERENCE ON THE DIMENSION OF THE NONSTATIONARY SUBSPACE IN FUNCTIONAL TIME SERIES ⋮ On the asymptotic normality of kernel estimators of the long run covariance of functional time series ⋮ Functional principal component analysis for cointegrated functional time series ⋮ A bootstrap-based KPSS test for functional time series

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