White noise testing for functional time series
نویسندگان
چکیده
We review white noise tests in the context of functional time series, and compare many them using a custom developed R package wwntests. The are categorized based on whether they conducted domain or spectral domain, valid for i.i.d. general uncorrelated noise. also extend several residual-based goodness-of-fit popular models used data analysis. Through numerous simulation experiments application, we demonstrate use these tests, able to provide practical guidance their implementation, benefits, drawbacks.
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ژورنال
عنوان ژورنال: Statistics Surveys
سال: 2023
ISSN: ['1935-7516']
DOI: https://doi.org/10.1214/23-ss143