A nonparametric test for stationarity in functional time series

DOI10.5705/ss.202018.0320zbMath1475.62291arXiv1708.05248OpenAlexW2748422149MaRDI QIDQ5155192

Anne van Delft, Vaidotas Characiejus, Dette, Holger

Publication date: 6 October 2021

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.05248

zbMATH Keywords

time seriesspectral analysislocal stationarityfunctional datarelevant hypothesesmeasuring stationarity

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (4)

A note on Herglotz's theorem for time series on function spaces ⋮ A portmanteau-type test for detecting serial correlation in locally stationary functional time series ⋮ The Maximum of the Periodogram of a Sequence of Functional Data ⋮ Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces

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