Test of change point versus long-range dependence in functional time series

DOI10.1111/jtsa.12723MaRDI QIDQ6641042

Changryong Baek, Piotr S. Kokoszka, Xiangdong Meng

Publication date: 20 November 2024

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

zbMATH Keywords

long-range dependencechange pointfunctional time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes (62Mxx)

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