White noise testing for functional time series

Article Properties
  • DOI (url)
    10.1214/23-ss143
  • Publication Date
    2023/01/01
  • Journal
    Statistics Surveys
  • Indian UGC (journal)
  • Refrences
    75
  • Mihyun Kim West Virginia University
  • Piotr Kokoszka Colorado State University
  • Gregory Rice University of Waterloo
Cite
Kim, Mihyun, et al. “White Noise Testing for Functional Time Series”. Statistics Surveys, vol. 17, no. none, 2023, https://doi.org/10.1214/23-ss143.
Kim, M., Kokoszka, P., & Rice, G. (2023). White noise testing for functional time series. Statistics Surveys, 17(none). https://doi.org/10.1214/23-ss143
Kim, Mihyun, Piotr Kokoszka, and Gregory Rice. “White Noise Testing for Functional Time Series”. Statistics Surveys 17, no. none (2023). https://doi.org/10.1214/23-ss143.
Kim M, Kokoszka P, Rice G. White noise testing for functional time series. Statistics Surveys. 2023;17(none).
Journal Category
Science
Mathematics
Probabilities
Mathematical statistics
Refrences
Title Journal Journal Categories Citations Publication Date
10.1214/17-EJS1384
A note on quadratic forms of stationary functional time series under mild conditions Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 5 2020
White noise testing and model diagnostic checking for functional time series Journal of Econometrics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 40 2016
Improved functional portmanteau tests Journal of Statistical Computation and Simulation
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 3 2019
High-dimensional functional time series forecasting: An application to age-specific mortality rates Journal of Multivariate Analysis
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Commerce: Business: Accounting. Bookkeeping
  • Social Sciences: Finance
  • Science: Mathematics
 37 2019