Bootstrapping covariance operators of functional time series

DOI10.1080/10485252.2020.1771334zbMath1465.62080arXiv1904.06721OpenAlexW3031591121MaRDI QIDQ4987545

Martin Wendler, Olimjon Sh. Sharipov

Publication date: 3 May 2021

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.06721

zbMATH Keywords

bootstrapcovariance operatorautocovariancefunctional time series

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach ⋮ Change point analysis of covariance functions: a weighted cumulative sum approach ⋮ Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces

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