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stat.ME2023
A nonlinearity and model specification test for functional time series
Xin Huang, Han Lin Shang, Tak Kuen Siu
An important issue in functional time series analysis is whether an observed series comes from a purely random process. We extend the BDS test, a widely-used nonlinear independence…
stat.ME2021
A model sufficiency test using permutation entropy
Xin Huang, Han Lin Shang, David Pitt
Using the ordinal pattern concept in permutation entropy, we propose a model sufficiency test to study a given model's point prediction accuracy. Compared to some classical model s…