Projection-based white noise and goodness-of-fit tests for functional time series
Author:
Funder
United States National Science Foundation
Natural Science and Engineering Research Council of Canada
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s11203-024-09315-4.pdf
Reference32 articles.
1. Aue A, Horváth L, Pellat D (2017) Functional generalized autoregressive conditional heteroskedasticity. J Time Series Anal 38:3–21
2. Bagchi P, Characiejus V, Dette H (2018) A simple test for white noise in functional time series. J Time Series Anal 39:54–74
3. Bien J, Bunea F, Xiao L (2016) Convex banding of the covariance matrix. J Am Stat Assoc 111:834–845
4. Bosq D (2000) Linear processes in function spaces. Springer, New York
5. Brockwell PJ, Davis RA (1991) Time series: theory and methods. Springer, New York
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