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Structural stability of functional data — A new adjusted-range-based self-normalization approach

Author

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  • Sun, Jiajing
  • Hong, Yongmiao
  • Lin, Zhuo
  • Xu, Weichao

Abstract

We propose an adjusted-range-based self-normalization method for testing structural stability in functional data. The approach improves computational efficiency and performs well in empirical applications to temperature data from New York Central Park Weather Station.

Suggested Citation

  • Sun, Jiajing & Hong, Yongmiao & Lin, Zhuo & Xu, Weichao, 2025. "Structural stability of functional data — A new adjusted-range-based self-normalization approach," Economics Letters, Elsevier, vol. 253(C).
    • Handle: RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525001879
    DOI: 10.1016/j.econlet.2025.112350
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    References listed on IDEAS

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    1. Gouriéroux, Christian & Monfort, Alain & Renne, Jean-Paul, 2017. "Statistical inference for independent component analysis: Application to structural VAR models," Journal of Econometrics, Elsevier, vol. 196(1), pages 111-126.
    2. István Berkes & Robertas Gabrys & Lajos Horváth & Piotr Kokoszka, 2009. "Detecting changes in the mean of functional observations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(5), pages 927-946, November.
    3. Sun, Jiajing & Hong, Yongmiao & Linton, Oliver & Zhao, Xiaolu, 2022. "Adjusted-range self-normalized confidence interval construction for censored dependent data," Economics Letters, Elsevier, vol. 220(C).
    4. Peter Hall & Céline Vial, 2006. "Assessing the finite dimensionality of functional data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 68(4), pages 689-705, September.
    5. Hong, Yongmiao & Linton, Oliver & McCabe, Brendan & Sun, Jiajing & Wang, Shouyang, 2024. "Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach," Journal of Econometrics, Elsevier, vol. 238(2).
    6. Xiaofeng Shao, 2010. "Corrigendum: A self‐normalized approach to confidence interval construction in time series," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(5), pages 695-696, November.
    7. Alexander Aue & Gregory Rice & Ozan Sönmez, 2018. "Detecting and dating structural breaks in functional data without dimension reduction," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 80(3), pages 509-529, June.
    8. Shao, Xiaofeng & Zhang, Xianyang, 2010. "Testing for Change Points in Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 105(491), pages 1228-1240.
    9. Yehua Li & Naisyin Wang & Raymond J. Carroll, 2013. "Selecting the Number of Principal Components in Functional Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1284-1294, December.
    Full references (including those not matched with items on IDEAS)

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