论文标题
用于检测本地固定功能时间序列中串行相关性的Portmanteau型测试
A Portmanteau-type test for detecting serial correlation in locally stationary functional time series
论文作者
论文摘要
Portmanteau测试提供了用于检测经典单变量时间序列分析中串行相关性的香草方法。该方法扩展到从局部固定功能时间序列的观察结果。通过合适的块乘数引导程序获得渐近临界值。该测试表明该测试渐近地保持其水平，并与一般替代方案保持一致。
The Portmanteau test provides the vanilla method for detecting serial correlations in classical univariate time series analysis. The method is extended to the case of observations from a locally stationary functional time series. Asymptotic critical values are obtained by a suitable block multiplier bootstrap procedure. The test is shown to asymptotically hold its level and to be consistent against general alternatives.
