Testing stationarity of functional time series
Year of publication: |
2014
|
---|---|
Authors: | Horváth, Lajos ; Kokoszka, Piotr ; Rice, Gregory |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 179.2014, 1, p. 66-82
|
Publisher: |
Elsevier |
Subject: | Change point | Functional data | Integrated time series | Intraday price curves | Test of stationarity |
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