Pivotal tests for relevant differences in the second order dynamics of functional time series

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Discussion Paper / SFB823 ; 10/2020

Keyword: Zeitreihe
Martingaletheorie

Event: Veröffentlichung

(where): Dortmund

(who): Universitätsbibliothek Dortmund

(when): 2020

Creator: Delft, Anne van
Dette, Holger

Handle: 2003/39791

URN: urn:nbn:de:101:1-2020103002433265595982

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:41 PM CET

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Associated

Delft, Anne van
Dette, Holger
Universitätsbibliothek Dortmund

Time of origin

2020

Other Objects (12)

Pivotal tests for relevant differences in the second order dynamics of functional time series

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Two-sample tests for relevant differences in the eigenfunctions of covariance operators

A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing

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Detecting deviations from second-order stationarity in locally stationary functional time series

Change point analysis of second order characteristics in non-stationary time series

Robust designs for series estimation

Pivotal tests for relevant differences in the second order dynamics of functional time series

Detecting relevant differences in the covariance operators of functional time series - a sup-norm approach

Detecting relevant changes in time series models

Relevant change points in high dimensional time series

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Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung

Testing relevant hypotheses in functional time series via self-normalization

Two-sample tests for relevant differences in the eigenfunctions of covariance operators

A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing

Difference-in-differences estimation under non-parallel trends

Detecting deviations from second-order stationarity in locally stationary functional time series

Change point analysis of second order characteristics in non-stationary time series

Robust designs for series estimation

Pivotal tests for relevant differences in the second order dynamics of functional time series

Detecting relevant differences in the covariance operators of functional time series - a sup-norm approach

Detecting relevant changes in time series models

Relevant change points in high dimensional time series

Hochschulschrift

Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung

Testing relevant hypotheses in functional time series via self-normalization

Two-sample tests for relevant differences in the eigenfunctions of covariance operators

A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing

Difference-in-differences estimation under non-parallel trends

Detecting deviations from second-order stationarity in locally stationary functional time series

Change point analysis of second order characteristics in non-stationary time series

Robust designs for series estimation

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Pivotal tests for relevant differences in the second order dynamics of functional time series

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Other Objects (12)

Pivotal tests for relevant differences in the second order dynamics of functional time series

Detecting relevant differences in the covariance operators of functional time series - a sup-norm approach

Detecting relevant changes in time series models

Relevant change points in high dimensional time series

Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung

Testing relevant hypotheses in functional time series via self-normalization

Two-sample tests for relevant differences in the eigenfunctions of covariance operators

A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing

Difference-in-differences estimation under non-parallel trends

Detecting deviations from second-order stationarity in locally stationary functional time series

Change point analysis of second order characteristics in non-stationary time series

Robust designs for series estimation

Pivotal tests for relevant differences in the second order dynamics of functional time series

Detecting relevant differences in the covariance operators of functional time series - a sup-norm approach

Detecting relevant changes in time series models

Relevant change points in high dimensional time series

Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung

Testing relevant hypotheses in functional time series via self-normalization

Two-sample tests for relevant differences in the eigenfunctions of covariance operators

A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing

Difference-in-differences estimation under non-parallel trends

Detecting deviations from second-order stationarity in locally stationary functional time series

Change point analysis of second order characteristics in non-stationary time series

Robust designs for series estimation

Pivotal tests for relevant differences in the second order dynamics of functional time series

Detecting relevant differences in the covariance operators of functional time series - a sup-norm approach

Detecting relevant changes in time series models

Relevant change points in high dimensional time series

Optimale Versuchspläne für mehrere konkurrierende Polynom-Modelle bei einer gegebenen a-priori-Gewichtung

Testing relevant hypotheses in functional time series via self-normalization

Two-sample tests for relevant differences in the eigenfunctions of covariance operators

A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing

Difference-in-differences estimation under non-parallel trends

Detecting deviations from second-order stationarity in locally stationary functional time series

Change point analysis of second order characteristics in non-stationary time series

Robust designs for series estimation

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