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Detecting deviations from second-order stationarity in locally stationary functional time series

Detecting deviations from second-order stationarity in locally stationary functional time series

Axel Bücher
Holger Dette
Florian Heinrichs
ArXiv (abs)PDFHTML

Papers citing "Detecting deviations from second-order stationarity in locally stationary functional time series"

4 / 4 papers shown
Title
On the estimation of locally stationary functional time series
On the estimation of locally stationary functional time series
Daisuke Kurisu
83
6
0
25 May 2021
A Portmanteau-type test for detecting serial correlation in locally stationary functional time series
A Portmanteau-type test for detecting serial correlation in locally stationary functional time series
Axel Bücher
Holger Dette
Florian Heinrichs
53
9
0
15 Sep 2020
Two-sample tests for relevant differences in the eigenfunctions of covariance operators
Two-sample tests for relevant differences in the eigenfunctions of covariance operators
Alexander Aue
Holger Dette
Gregory Rice
26
7
0
13 Sep 2019
Testing relevant hypotheses in functional time series via self-normalization
Testing relevant hypotheses in functional time series via self-normalization
Holger Dette
K. Kokot
S. Volgushev
OOD
56
45
0
17 Sep 2018