Testing LRD in the spectral domain for functional time series in manifolds
MD Ruiz-Medina, RM Crujeiras - arxiv preprint arxiv:2411.07731, 2024 - arxiv.org
A statistical hypothesis test for long range dependence (LRD) in manifold-supported
functional time series is formulated in the spectral domain. The proposed test statistic …
functional time series is formulated in the spectral domain. The proposed test statistic …