7 papers · 1 filter
Mean estimation in spatial functional data
Holger Dette, Qirui Hu
Functional mean estimation exhibits a sparse-to-dense phase transition as the number of measurements per curve increases. For spatially indexed functional data, however, dependence…
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…
Self-normalization for Spectral Density Integrals
Holger Dette, Sebastian Kühnert
Integrals of spectral densities are frequently used to summarize spectral characteristics of linear processes. This work studies self-normalization for estimators of such integrals…
Testing for correct model specification in copula regression models
Holger Dette, Philip Dörr
We propose a goodness-of-fit test for semiparametric copula regression models. Such models express the regression function in terms of marginal distribution functions and copula de…
A spectral based coefficient of determination for the fit of an MA(q) model
Holger Dette, Sebastian Kühnert
We develop a spectral based coefficient of determination to measure how well the spectral density of a stationary linear process is represented by the class of MA() models. Usin…
Kernel Estimation Of Chatterjee's Dependence Coefficient
Mona Azadkia, Holger Dette
A dependence coefficient suggested by Chatterjee (2021) has attracted considerable attention in recent years. It takes values between 0 and 1, vanishes if and only if the correspon…
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…