A bootstrap-based KPSS test for functional time series
type: Item
instance of: scholarly article
title: A bootstrap-based KPSS test for functional time series
zbMATH Open document ID: 1428.62387
author: Yichao Chen
author: Chi Seng Pun
published in: Journal of Multivariate Analysis
publication date: 2019-11-22T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M86
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 7135682
zbMATH Keywords: asymptotic validity
zbMATH Keywords: bootstrap
zbMATH Keywords: bootstrap validity on average
zbMATH Keywords: functional time series
zbMATH Keywords: Kwiatkowski-Phillips-Schmidt-Shin (KPSS) tests
zbMATH Keywords: moving block bootstrap
describes a project that uses: fda (R)
describes a project that uses: freqdom.fda
describes a project that uses: bootstrap
MaRDI profile type: Publication
full work available at URL: j.jmva.2019.104535
OpenAlex ID: W2964206246
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DOI: 10.1016/J.JMVA.2019.104535
description: scientific article; zbMATH DE number 7135682