Portmanteau Test of Independence for Functional Observations

DOI10.1198/016214507000001111zbMath1332.62322OpenAlexW2000446131MaRDI QIDQ91432

Piotr S. Kokoszka, Robertas Gabrys, Robertas Gabrys, Piotr S. Kokoszka

Publication date: December 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214507000001111

zbMATH Keywords

independence testfunctional observations

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

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Uses Software

• R
• fda (R)

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