Work

Test of change point versus long‐range dependence in functional time series

Year: 2023

Type: article

Source: Journal of Time Series Analysis

DOI: 10.1111/jtsa.12723

Authors: Changryong Baek, Piotr Kokoszka, Xiangdong Meng

Institutions: Sungkyunkwan University, Colorado State University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Science Foundation, National Research Foundation of Korea

Awards: G1600496153, ATD: Threat Detection Based on Simultaneous Monitoring of Complex Signals from Multiple Sources, Collaborative Research: Spectral Functional Principal Components on Abelian Groups with Applications to Spatial Functional Data

OpenAlex ID: W4386934136

FWCI: 1.548

Cites: 27

Cited by: 9

Related to: 10