A nonparametric test for stationarity in functional time series

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Discussion Paper / SFB823 ; 15/2017

Classification: Mathematik

Event: Veröffentlichung

(where): Dortmund

(who): Universitätsbibliothek Dortmund

(when): 2017

Creator: Delft, Anne van
Bagchi, Pramita
Characiejus, Vaidotas
Dette, Holger

Handle: 2003/36083

URN: urn:nbn:de:101:1-20170908778

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:37 AM CEST

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Associated

Delft, Anne van
Bagchi, Pramita
Characiejus, Vaidotas
Dette, Holger
Universitätsbibliothek Dortmund

Time of origin

2017

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Detecting structural breaks in eigensystems of functional time series

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Nonparametric analysis of covariance

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Measuring stationarity in long-memory processes

Detecting structural breaks in eigensystems of functional time series

Statistical inference for high dimensional panel functional time series

Testing strict monotonicity in nonparametric regression

Optimal designs for series estimation in nonparametric regression with correlated data

A Power Comparison Between Nonparametric Regression Tests

Nonparametric quantile regression for twice censored data

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A nonparametric test for stationarity in functional time series

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Other Objects (12)

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

Optimal designs for testing the functional form of a regression via nonparametric estimation techniques

Nonparametric analysis of covariance

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

Measuring stationarity in long-memory processes

Detecting structural breaks in eigensystems of functional time series

Statistical inference for high dimensional panel functional time series

Testing strict monotonicity in nonparametric regression

Optimal designs for series estimation in nonparametric regression with correlated data

A Power Comparison Between Nonparametric Regression Tests

Nonparametric quantile regression for twice censored data

Non-crossing nonparametric estimates of quantile curves

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

Optimal designs for testing the functional form of a regression via nonparametric estimation techniques

Nonparametric analysis of covariance

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

Measuring stationarity in long-memory processes

Detecting structural breaks in eigensystems of functional time series

Statistical inference for high dimensional panel functional time series

Testing strict monotonicity in nonparametric regression

Optimal designs for series estimation in nonparametric regression with correlated data

A Power Comparison Between Nonparametric Regression Tests

Nonparametric quantile regression for twice censored data

Non-crossing nonparametric estimates of quantile curves

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

Optimal designs for testing the functional form of a regression via nonparametric estimation techniques

Nonparametric analysis of covariance

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

Measuring stationarity in long-memory processes

Detecting structural breaks in eigensystems of functional time series

Statistical inference for high dimensional panel functional time series

Testing strict monotonicity in nonparametric regression

Optimal designs for series estimation in nonparametric regression with correlated data

A Power Comparison Between Nonparametric Regression Tests

Nonparametric quantile regression for twice censored data

Non-crossing nonparametric estimates of quantile curves

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