Name
Abstract | ||
|---|---|---|
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 L^2 norms of the empirical correlation functions. The limit distribution of the proposed test statistic is established under the null hypothesis. Under the alternative the sample exhibits serial correlation, and consistency is shown when the sample size as well as the number of lags used in the test statistic tend to ~. A Monte Carlo study illustrates the small sample behavior of the test and the procedure is applied to data sets, Eurodollar futures and magnetogram records. |
Year | DOI | Venue |
|---|---|---|
2013 | 10.1016/j.jmva.2013.02.005 | J. Multivariate Analysis |
Keywords | Field | DocType |
small sample behavior,sample size,functional data,proposed test statistic,monte carlo study,empirical correlation function,serial correlation,test statistic,eurodollar future,null hypothesis,primary,asymptotic normality | Econometrics,F-test of equality of variances,Test statistic,F-test,One- and two-tailed tests,Z-test,Kolmogorov–Smirnov test,Statistics,Mathematics,Null distribution,Pearson's chi-squared test | Journal |
Volume | ISSN | Citations |
117, | 0047-259X | 2 |
PageRank | References | Authors |
0.51 | 2 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Lajos Horváth | 1 | 28 | 9.10 |
| Marie Hušková | 2 | 23 | 9.73 |
| Gregory Rice | 3 | 2 | 0.51 |