An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data
To address a key issue in functional time series analysis on testing the randomness of an observed series, we propose an IID test for functional time series by generalizing the Brock–Dechert–Scheinkman (BDS) test, which is commonly used for testing nonlinear independence. Similarly to the BDS test,...
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| Autori principali: | , , |
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| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2025-01-01
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| Serie: | Risks |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/2227-9091/13/2/25 |
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