Cover Image

White noise testing for functional time series via functional quantile autocorrelation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	López-Oriona, Ángel, Sun, Ying, Shang, Hanlin
Format:	Preprint
Published:	2026
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Dependence-based fuzzy clustering of functional time series
by: Lopez-Oriona, Angel, et al.
Published: (2024)

FCPCA: Fuzzy clustering of high-dimensional time series based on common principal component analysis
by: Ma, Ziling, et al.
Published: (2025)

On function-on-function linear quantile regression
by: Mutis, Muge, et al.
Published: (2025)

On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
by: Ding, Xiucai, et al.
Published: (2024)

Penalized function-on-function linear quantile regression
by: Beyaztas, Ufuk, et al.
Published: (2025)

Forecasting Multivariate Time Series under Predictive Heterogeneity: A Validation-Driven Clustering Framework
by: Ma, Ziling, et al.
Published: (2026)

Nonstationary functional time series forecasting
by: Shang, Han Lin, et al.
Published: (2024)

A semi-parametric estimation method for quantile coherence with an application to bivariate financial time series clustering
by: Jiménez-Varón, Cristian F., et al.
Published: (2023)

Interpretable models for forecasting high-dimensional functional time series
by: Shang, Han Lin, et al.
Published: (2026)

Locally sparse estimation for simultaneous functional quantile regression
by: Hu, Boyi, et al.
Published: (2026)

Change-plane analysis in functional response quantile regression
by: Guan, Xin, et al.
Published: (2025)

The $\infty$-S test via regression quantile affine LASSO
by: Sardy, Sylvain, et al.
Published: (2024)

Interpretable additive model for analyzing high-dimensional functional time series
by: Wang, Haixu, et al.
Published: (2025)

Optimal subsampling for functional composite quantile regression in massive data
by: Pan, Jingxiang, et al.
Published: (2024)

Forecasting high-dimensional functional time series: Application to sub-national age-specific mortality
by: Jiménez-Varón, Cristian F., et al.
Published: (2023)

Convolution-smoothing based locally sparse estimation for functional quantile regression
by: Liu, Hua, et al.
Published: (2025)

Forecasting density-valued functional panel data
by: Jiménez-Varón, Cristian F., et al.
Published: (2024)

Testing for integer integration in functional time series
by: Seo, Won-Ki, et al.
Published: (2025)

A nonparametric approach to understand multivariate quantile dynamics in financial time series
by: Rai, Kunal, et al.
Published: (2026)

Conformal prediction for high-dimensional functional time series: Applications to subnational mortality
by: Shang, Han Lin
Published: (2026)

Forecasting high-dimensional functional time series with dual-factor structures
by: Tang, Chen, et al.
Published: (2021)

Adjusting for bias due to measurement error in functional quantile regression models with error-prone functional and scalar covariates
by: Chen, Xiwei, et al.
Published: (2024)

Beyond fixed thresholds: optimizing summaries of wearable device data via piecewise linearization of quantile functions
by: Park, Junyoung, et al.
Published: (2025)

Estimation of conditional inequality curves and measures via estimating the conditional quantile function
by: Jokiel-Rokita, Alicja, et al.
Published: (2024)

Forecasting a time series of Lorenz curves: One-way functional analysis of variance
by: Shang, Han Lin
Published: (2025)

Change-point detection in functional time series: Applications to age-specific mortality and fertility
by: Shang, Han Lin
Published: (2024)

Non-parametric estimation of conditional quantiles for time series with heavy tails
by: Mathew, Deemat C, et al.
Published: (2024)

Forecasting intraday particle number size distribution: A functional time series approach
by: Shang, Han Lin, et al.
Published: (2025)

Distributional outcome regression via quantile functions and its application to modelling continuously monitored heart rate and physical activity
by: Ghosal, Rahul, et al.
Published: (2023)

Nonparametric data segmentation in multivariate time series via joint characteristic functions
by: McGonigle, Euan T., et al.
Published: (2023)

Selecting fitted models under epistemic uncertainty using a stochastic process on quantile functions
by: René, Alexandre, et al.
Published: (2024)

An information criterion for detecting periodicities in functional time series
by: Sagawa, Rinka, et al.
Published: (2026)

Factor modelling for high-dimensional functional time series
by: Guo, Shaojun, et al.
Published: (2021)

A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
by: Bai, Lujia, et al.
Published: (2024)

Gradual changes in functional time series
by: Bastian, Patrick, et al.
Published: (2024)

Strong uniform consistency of nonparametric estimation for quantile-based entropy function under length-biased sampling
by: Pavithradas, Vaishnavi, et al.
Published: (2025)

Inference for non-stationary time series quantile regression with inequality constraints
by: Sun, Yuan, et al.
Published: (2024)

Semiparametric quantile functional regression analysis of adolescent physical activity distributions in the presence of missing data
by: Ren, Benny, et al.
Published: (2024)

On the use of the cumulant generating function for inference on time series
by: Moor, Alban, et al.
Published: (2024)

Bridging the gap between experimental burden and statistical power for quantiles equivalence testing
by: Wu, Jun, et al.
Published: (2025)