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stat.ME2026
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…
stat.ME2026
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…