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

15 September 2020

Axel Bücher

Florian Heinrichs

ArXiv (abs)PDF HTML

Papers citing "A Portmanteau-type test for detecting serial correlation in locally stationary functional time series"

5 / 5 papers shown

Title
EEG-EyeTrack: A Benchmark for Time Series and Functional Data Analysis with Open Challenges and Baselines Tiago Vasconcelos Afonso Florian Heinrichs FedML 49 0 0 02 Apr 2025
Detecting relevant deviations from the white noise assumption for non-stationary time series Patrick Bastian 59 0 0 11 Nov 2024
GT-PCA: Effective and Interpretable Dimensionality Reduction with General Transform-Invariant Principal Component Analysis Florian Heinrichs OOD 53 2 0 28 Jan 2024
A statistical framework for analyzing shape in a time series of random geometric objects Anne van Delft Andrew J. Blumberg 93 2 0 04 Apr 2023
Functional Neural Networks: Shift invariant models for functional data with applications to EEG classification Florian Heinrichs Mavin Heim Corinna Weber OOD 54 8 0 14 Jan 2023