Change point tests in functional factor models with application to yield curves

PATRICK BARDSLEY†, LAJOS HORVÁTH‡, PIOTR KOKOSZKA§ AND GABRIEL YOUNG‖ †Institute for Computational Engineering and Sciences, University of Texas, Austin TX, USA. E-mail: [email protected] ‡Department of Mathematics, University of Utah, Salt Lake City UT, USA. E-mail: [email protected] §Department of Statistics, Colorado State University, Fort Collins CO, USA. E-mail: [email protected] ‖Department of Statistics, Columbia University, New York NY, USA. E-mail: [email protected]