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Portmanteau Test of Independence for Functional Observations
Citations
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Cited by:
- Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J. Hyndman, 2022.
"Seasonal functional autoregressive models,"
Journal of Time Series Analysis, Wiley Blackwell, vol. 43(2), pages 197-218, March.
- Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019. "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers 16/19, Monash University, Department of Econometrics and Business Statistics.
- Horváth, Lajos & Husková, Marie & Kokoszka, Piotr, 2010. "Testing the stability of the functional autoregressive process," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 352-367, February.
- González-Rodríguez, Gil & Colubi, Ana, 2017. "On the consistency of bootstrap methods in separable Hilbert spaces," Econometrics and Statistics, Elsevier, vol. 1(C), pages 118-127.
- Characiejus, Vaidotas & Rice, Gregory, 2020. "A general white noise test based on kernel lag-window estimates of the spectral density operator," Econometrics and Statistics, Elsevier, vol. 13(C), pages 175-196.
- Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2020. "Forecasting value at risk with intra-day return curves," International Journal of Forecasting, Elsevier, vol. 36(3), pages 1023-1038.
- Łukasz Smaga, 2020. "A note on repeated measures analysis for functional data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(1), pages 117-139, March.
- Álvarez-Liébana, J. & López-Pérez, A. & González-Manteiga, W. & Febrero-Bande, M., 2025. "A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes," Computational Statistics & Data Analysis, Elsevier, vol. 203(C).
- Gregory Rice & Tony Wirjanto & Yuqian Zhao, 2020. "Tests for conditional heteroscedasticity of functional data," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(6), pages 733-758, November.
- Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan, 2020.
"A functional time series analysis of forward curves derived from commodity futures,"
International Journal of Forecasting, Elsevier, vol. 36(2), pages 646-665.
- Lajos Horváth & Zhenya Liu & Gregory Rice & Shixuan Wang, 2020. "A functional time series analysis of forward curves derived from commodity futures," Post-Print hal-03513421, HAL.
- Horváth, Lajos & Hušková, Marie & Rice, Gregory, 2013. "Test of independence for functional data," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 100-119.
- Zhang, Xianyang, 2016. "White noise testing and model diagnostic checking for functional time series," Journal of Econometrics, Elsevier, vol. 194(1), pages 76-95.
- 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.
- Rodolfo Metulini & Maurizio Carpita, 2021. "A Spatio-Temporal Indicator for City Users Based on Mobile Phone Signals and Administrative Data," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 156(2), pages 761-781, August.
- Axel Bücher & Holger Dette & Florian Heinrichs, 2023. "A portmanteau-type test for detecting serial correlation in locally stationary functional time series," Statistical Inference for Stochastic Processes, Springer, vol. 26(2), pages 255-278, July.
- Han Lin Shang & Kaiying Ji, 2023. "Forecasting intraday financial time series with sieve bootstrapping and dynamic updating," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 1973-1988, December.
- Horváth, Lajos & Rice, Gregory, 2015. "Testing for independence between functional time series," Journal of Econometrics, Elsevier, vol. 189(2), pages 371-382.
- Meintanis, Simos G. & Hušková, Marie & Hlávka, Zdeněk, 2022. "Fourier-type tests of mutual independence between functional time series," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
- Oleksandr Gromenko & Piotr Kokoszka & Matthew Reimherr, 2017. "Detection of change in the spatiotemporal mean function," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 29-50, January.
- Zdeněk Hlávka & Marie Hušková & Simos G. Meintanis, 2021. "Testing serial independence with functional data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(3), pages 603-629, September.
- Mestre, Guillermo & Portela, José & Rice, Gregory & Muñoz San Roque, Antonio & Alonso, Estrella, 2021. "Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
- Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2019. "Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models," MPRA Paper 93048, University Library of Munich, Germany.
- Klepsch, J. & Klüppelberg, C. & Wei, T., 2017. "Prediction of functional ARMA processes with an application to traffic data," Econometrics and Statistics, Elsevier, vol. 1(C), pages 128-149.
- Mihyun Kim & Piotr Kokoszka & Gregory Rice, 2024. "Projection-based white noise and goodness-of-fit tests for functional time series," Statistical Inference for Stochastic Processes, Springer, vol. 27(3), pages 693-724, October.
- Leonid Torgovitski, 2015. "A Darling–Erdős-type CUSUM-procedure for functional data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(1), pages 1-27, January.
- Han Lin Shang & Yang Yang, 2025. "Nonstationary Functional Time Series Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(4), pages 1347-1362, July.
- Kokoszka, Piotr & Reimherr, Matthew & Wölfing, Nikolas, 2016. "A randomness test for functional panels," Journal of Multivariate Analysis, Elsevier, vol. 151(C), pages 37-53.