Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Bücher, Axel | - |
dc.contributor.author | Dette, Holger | - |
dc.contributor.author | Heinrichs, Florian | - |
dc.date.accessioned | 2020-09-22T11:10:15Z | - |
dc.date.available | 2020-09-22T11:10:15Z | - |
dc.date.issued | 2020 | - |
dc.identifier.uri | http://hdl.handle.net/2003/39304 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-21205 | - |
dc.description.abstract | The Portmanteau test provides the vanilla method for detecting serial correlations in classical univariate time series analysis. The method is extended to the case of observations from a locally stationary functional time series. Asymptotic critical values are obtained by a suitable block multiplier bootstrap procedure. The test is shown to asymptotically hold its level and to be consistent against general alternatives. | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB823;25/2020 | - |
dc.subject | autocovariance operator | en |
dc.subject | time domain test | en |
dc.subject | functional white noise | en |
dc.subject | block multiplier bootstrap | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | A portmanteau-type test for detecting serial correlation in locally stationary functional time series | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dc.subject.rswk | Zeitreihenanalyse | de |
dc.subject.rswk | Weißes Rauschen | de |
dc.subject.rswk | Bootstrap-Statistik | de |
dcterms.accessRights | open access | - |
eldorado.secondarypublication | false | de |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_2520_SFB823_Bücher_Dette_Heinrichs.pdf | DNB | 553.58 kB | Adobe PDF | View/Open |
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