A Portmanteau-type test for detecting serial correlation in locally stationary functional time series

09/15/2020

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by   Axel Bücher, et al.

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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.