论文标题
检测功能时间序列的协方差运算符中的相关差异 - SUP-NORM方法
Detecting relevant differences in the covariance operators of functional time series -- a sup-norm approach
论文作者
论文摘要
在本文中，我们为两个样本和更改点问题的功能时间序列的协方差运算符提出了统计推理工具。与大多数文献相反，我们方法的重点不是测试协方差算子的确切平等的零假设。取而代之的是，我们建议在其中制定零假设，即“操作员之间的距离很小”，在其中我们通过SUP-NORM测量偏差。我们为这些类型的假设提供强大的自举测试，研究其渐近性能，并通过模拟研究研究其有限的样品特性。
In this paper we propose statistical inference tools for the covariance operators of functional time series in the two sample and change point problem. In contrast to most of the literature the focus of our approach is not testing the null hypothesis of exact equality of the covariance operators. Instead we propose to formulate the null hypotheses in them form that "the distance between the operators is small", where we measure deviations by the sup-norm. We provide powerful bootstrap tests for these type of hypotheses, investigate their asymptotic properties and study their finite sample properties by means of a simulation study.
