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dc.contributor.authorDette, Holger-
dc.contributor.authorKokot, Kevin-
dc.date.accessioned2020-06-23T09:06:20Z-
dc.date.available2020-06-23T09:06:20Z-
dc.date.issued2020-
dc.identifier.urihttp://hdl.handle.net/2003/39181-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-21099-
dc.description.abstractIn this paper we propose statistical inference tools for the covariance operators of functional time series in the two sample and change point problem. In contrast to most of the literature the focus of our approach is not testing the null hypothesis of exact equality of the covariance operators. Instead we propose to formulate the null hypotheses in the form that "the distance between the operators is small", where we measure deviations by the sup-norm. We provide powerful bootstrap tests for these type of hypotheses, investigate their asymptotic properties and study their finite sample properties by means of a simulation study.en
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB823;18/2020-
dc.subjectcovariance operatoren
dc.subjectbootstrapen
dc.subjectBanach spacesen
dc.subjectrelevant hypothesesen
dc.subjectCUSUMen
dc.subjectchange point problemsen
dc.subjecttwo sample problemsen
dc.subjectfunctional time seriesen
dc.subject.ddc310-
dc.subject.ddc330-
dc.subject.ddc620-
dc.titleDetecting relevant differences in the covariance operators of functional time series - a sup-norm approachen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access-
eldorado.secondarypublicationfalsede
Appears in Collections:Sonderforschungsbereich (SFB) 823

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