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stat.ME2025
Detection of mean changes in partially observed functional data
Šárka Hudecová, Claudia Kirch
We propose a test for a change in the mean for a sequence of functional observations that are only partially observed on subsets of the domain, with no information available on the…
stat.ME2025
Specification Tests for the Error--Law in Vector Multiplicative Errors Models
Šárka Hudecová, Simos G. Meintanis
We suggest specification tests for the error distribution in vector multiplicative error models (vMEM). The test statistic is formulated as a weighted integrated distance between t…