2 papers
math.ST2019
Testing Equality of Autocovariance Operators for Functional Time Series
Dimitrios Pilavakis, Efstathios Paparoditis, Theofanis Sapatinas
We consider strictly stationary stochastic processes of Hilbert space-valued random variables and focus on fully functional tests for the equality of the lag-zero autocovariance op…
math.ST2017
Moving Block and Tapered Block Bootstrap for Functional Time Series with an Application to the K-Sample Mean Problem
Dimitrios Pilavakis, Efstathios Paparoditis, Theofanis Sapatinas
We consider infinite-dimensional Hilbert space-valued random variables that are assumed to be temporal dependent in a broad sense. We prove a central limit theorem for the moving b…