Two-sample and change-point inference for non-Euclidean valued time series-Reference-Cited by-同舟云学术

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Two-sample and change-point inference for non-Euclidean valued time series

Published:2024-01-01 Issue:1 Volume:18 Page:
ISSN:1935-7524
Container-title:Electronic Journal of Statistics
language:
Short-container-title:Electron. J. Statist.

Author:

Jiang Feiyu¹,Zhu Changbo²,Shao Xiaofeng³

Affiliation:

1. Department of Statistics and Data Science School of Management, Fudan University Shanghai, China

2. Department of Applied and Computational Mathematics and Statistics University of Notre Dame Notre Dame, IN 46556 USA

3. Department of Statistics University of Illinois at Urbana-Champaign Champaign, IL 61820 USA

Publisher

Institute of Mathematical Statistics

Reference36 articles.

1. Andrews, D. W. (1991), ‘Heteroskedasticity and autocorrelation consistent covariance matrix estimation’, Econometrica: Journal of the Econometric Society 817–858.

2. Aue, A., Rice, G. and Sönmez, O. (2018), ‘Detecting and dating structural breaks in functional data without dimension reduction’, Journal of the Royal Statistical Society: Series B (Statistical Methodology) 80(3), 509–529.

3. Berkes, I., Horváth, L. and Rice, G. (2013), ‘Weak invariance principles for sums of dependent random functions’, Stochastic Processes and their Applications 123(2), 385–403.

4. Billingsley, P. (1968), Convergence of Probability Measures, John Wiley & Sons.

5. Domínguez, M. A. and Lobato, I. N. (2000), ‘Size corrected power for bootstrap tests’, Instituto Technologico Autonomo de Mexico, Technical Notes.

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