Testing trend stationarity of functional time series with application to yield and daily price curves
type: Item
instance of: scholarly article
title: Testing trend stationarity of functional time series with application to yield and daily price curves
zbMATH Open document ID: 1388.62130
author: Gabriel Young
author: Piotr Kokoszka
published in: Statistics and Its Interface
publication date: 2018-05-14T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6868043
zbMATH Keywords: functional data
zbMATH Keywords: daily price curves
zbMATH Keywords: integrated time series
zbMATH Keywords: random walk
MaRDI profile type: Publication
full work available at URL: sii.2017.v10.n1.a8
OpenAlex ID: W2525218298
DOI: 10.4310/SII.2017.V10.N1.A8
description: scientific article; zbMATH DE number 6868043