2 papers
stat.ME2026
White noise testing for functional time series via functional quantile autocorrelation
Ángel López-Oriona, Ying Sun, Hanlin Shang
We introduce a novel class of nonlinear tests for serial dependence in functional time series, grounded in the functional quantile autocorrelation framework. Unlike traditional app…
stat.CO2025
Robust fuzzy clustering for high-dimensional multivariate time series with outlier detection
Ziling Ma, Ángel López-Oriona, Hernando Ombao +1
Fuzzy clustering provides a natural framework for modeling partial memberships, particularly important in multivariate time series (MTS) where state boundaries are often ambiguous.…