This article reviews some recent developments on the inference of time series data using the
self-normalized approach. We aim to provide a detailed discussion about the use of self …

Data consisting of time‐indexed distributions of cross‐sectional or intraday returns have
been extensively studied in finance, and provide one example in which the data atoms …

Most methods for analyzing functional time series rely on the estimation of lagged
autocovariance operators or surfaces. As in univariate time series analysis, testing whether …

We develop methodology for testing relevant hypotheses about functional time series in a
tuning-free way. Instead of testing for exact equality, eg for the equality of two mean …

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 …

Two sample inference for the second-order property of temporally dependent functional data
Page 1 Bernoulli 21(2), 2015, 909–929 DOI: 10.3150/13-BEJ592 Two sample inference for …

Detecting structural changes in functional data is a prominent topic in statistical literature.
However not all trends in the data are important in applications, but only those of large …

With the rapid growth of neuroimaging technologies, a great effort has been dedicated
recently to investigate the dynamic changes in brain activity. Examples include time course …

We consider two-sample tests for functional data with observations which may be uni-or
multi-dimensional. The new methods are formulated as L 2-type criteria based on empirical …

Online Supplement to “A similarity measure for second order properties of non-stationary
functional time series with applications to clustering and testing”. This supplement contains …