Bücher, AxelDette, HolgerHeinrichs, Florian2020-09-222020-09-222020http://hdl.handle.net/2003/3930410.17877/DE290R-21205The 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.enDiscussion Paper / SFB823;25/2020autocovariance operatortime domain testfunctional white noiseblock multiplier bootstrap310330620working paperZeitreihenanalyseWeißes RauschenBootstrap-Statistik