activity
20152024
most citedA nonparametric test for stationarity in functional time series

20 citations · 47 across the 7 of their papers we have counts for

collaborators

8 papers

math.ST2024

Estimation of the long-run variance of nonlinear time series with an application to change point analysis

Vaidotas Characiejus, Piotr Kokoszka, Xiangdong Meng

For a broad class of nonlinear time series known as Bernoulli shifts, we establish the asymptotic normality of the smoothed periodogram estimator of the long-run variance. This est…

math.ST2020★ 1 cited

The maximum of the periodogram of Hilbert space valued time series

Clément Cerovecki, Vaidotas Characiejus, Siegfried Hörmann

We are interested to detect periodic signals in Hilbert space valued time series when the length of the period is unknown. A natural test statistic is the maximum Hilbert-Schmidt n…

math.ST2018★ 2 cited

A general white noise test based on kernel lag-window estimates of the spectral density operator

Vaidotas Characiejus, Gregory Rice

We propose a general white noise test for functional time series based on estimating a distance between the spectral density operator of a weakly stationary time series and the con…

stat.ME2017★ 20 cited

A nonparametric test for stationarity in functional time series

Anne van Delft, Vaidotas Characiejus, Holger Dette

We propose a new measure for stationarity of a functional time series, which is based on an explicit representation of the -distance between the spectral density operator of a…

math.ST2016

A simple test for white noise in functional time series

Pramita Bagchi, Vaidotas Characiejus, Holger Dette

We propose a new procedure for white noise testing of a functional time series. Our approach is based on an explicit representation of the -distance between the spectral densi…

math.PR2016★ 11 cited

Operator self-similar processes and functional central limit theorems

Vaidotas Characiejus, Alfredas Račkauskas

Let be a linear process with values in the separable Hilbert space given by for each , where …

math.PR2016★ 5 cited

Weak law of large numbers for linear processes

Vaidotas Characiejus, Alfredas Račkauskas

We establish sufficient conditions for the Marcinkiewicz-Zygmund type weak law of large numbers for a linear process defined by $X_k=\sum_{j=0}^\inftyψ_j\va…

math.PR2015★ 8 cited

The central limit theorem for a sequence of random processes with space varying long memory

Vaidotas Characiejus, Alfredas Račkauskas

In this paper we investigate a sequence of square integrable random processes with space varying memory. We establish sufficient conditions for the central limit theorem in the spa…