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type="main" xml:id="jtsa12095-abs-0001"There are numerous examples of functional data in areas ranging from earth science to finance where the problem of interest is to compare several functional populations. In many instances, the observations are obtained consecutively in time, and thus, the...
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Motivated by problems in functional data analysis, in this paper we prove the weak convergence of normalized partial sums of dependent random functions exhibiting a Bernoulli shift structure.
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We wish to test the null hypothesis that a collection of functional observations are independent and identically distributed. Our procedure is based on the sum of the L2 norms of the empirical correlation functions. The limit distribution of the proposed test statistic is established under the...
Persistent link: https://www.econbiz.de/10011042004
A common goal in modeling and data mining is to determine, based on sample data, whether or not a change of some sort has occurred in a quantity of interest. The study of statistical problems of this nature is typically referred to as change point analysis. Though change point analysis...
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Functional principal components (FPC’s) provide the most important and most extensively used tool for dimension reduction and inference for functional data. The selection of the number, d, of the FPC’s to be used in a specific procedure has attracted a fair amount of attention, and a number...
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, both methods have correct asymptotic size and detect a change with probability approaching unity. The methods are illustrated and compared in a small simulation study. Copyright Royal Economic Society 2006
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