4 papers · 1 filter
Model Specification Test for Stationary Functional Time Series
Yan Cui, Holger Dette, Zhou Zhou
We develop a general framework for model specification testing in stationary functional time series. The approach is based on an autoregressive approximation that represents a broa…
Inference for Multiple Change-points in Piecewise Locally Stationary Time Series
Wai Leong Ng, Xinyi Tang, Mun Lau Cheung +3
Change-point detection and locally stationary time series modeling are two major approaches for the analysis of non-stationary data. The former aims to identify stationary phases b…
Measuring deviations from spherical symmetry
Lujia Bai, Holger Dette
Most of the work on checking spherical symmetry assumptions on the distribution of the -dimensional random vector has its focus on statistical tests for the null hypothesis…
A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
Lujia Bai, Holger Dette, Weichi Wu
Multivariate locally stationary functional time series provide a flexible framework for modeling functional data exhibiting both temporal and spatial dependencies while allowing fo…