Intra-day co-movements of crude oil futures: China and the international benchmarks

Q Ji, D Zhang, Y Zhao - Annals of Operations Research, 2022 - Springer
Investigating the co-movements between crude oil futures helps to understand the
integration of the global markets. This paper focuses on Shanghai crude oil futures (INE) …

Factor models for high‐dimensional functional time series I: Representation results

M Hallin, G Nisol, S Tavakoli - Journal of Time Series Analysis, 2023 - Wiley Online Library
In this article, which consists of two parts (Part I: representation results; Part II: estimation and
forecasting methods), we set up the theoretical foundations for a high‐dimensional …

On the intraday return curves of Bitcoin: Predictability and trading opportunities

E Bouri, CKM Lau, T Saeed, S Wang, Y Zhao - International Review of …, 2021 - Elsevier
Motivated by the potential inferences from intraday price data in the controversial Bitcoin
market, we apply functional data analysis techniques to study cumulative intraday return …

Change point analysis of covariance functions: A weighted cumulative sum approach

L Horváth, G Rice, Y Zhao - Journal of Multivariate Analysis, 2022 - Elsevier
We develop and study change point detection and estimation procedures for the covariance
kernel of functional data based on the norms of a generally weighted process of partial …

Principal component analysis of spatially indexed functions

T Kuenzer, S Hörmann, P Kokoszka - Journal of the American …, 2021 - Taylor & Francis
We develop an expansion, similar in some respects to the Karhunen–Loève expansion, but
which is more suitable for functional data indexed by spatial locations on a grid. Unlike the …

Evaluation of algal species distributions and prediction of cyanophyte cell counts using statistical techniques

SY Hwang, BW Choi, JH Park, DS Shin, WS Lee… - … Science and Pollution …, 2023 - Springer
Safe drinking water sources are crucial for human health. Consequently, water quality
management, including continuous monitoring of water quality and algae at sources, is …

Tests of normality of functional data

T Górecki, L Horváth, P Kokoszka - International Statistical …, 2020 - Wiley Online Library
The paper is concerned with testing normality in samples of curves and error curves
estimated from functional regression models. We propose a general paradigm based on the …

A test for Gaussianity in Hilbert spaces via the empirical characteristic functional

N Henze, MD Jiménez‐Gamero - Scandinavian Journal of …, 2021 - Wiley Online Library
Abstract Let X 1, X 2,… be independent and identically distributed random elements taking
values in a separable Hilbert space ℍ. With applications for functional data in mind, ℍ may …

White noise testing for functional time series

M Kim, P Kokoszka, G Rice - Statistic Surveys, 2023 - projecteuclid.org
We review white noise tests in the context of functional time series, and compare many of
them using a custom developed R package wwntests. The tests are categorized based on …

Projection pursuit based tests of normality with functional data

A Kolkiewicz, G Rice, Y Xie - Journal of Statistical Planning and Inference, 2021 - Elsevier
Methods for validating the assumption of normality of functional data have been only lightly
developed to date, with existing methods based primarily on summarizing the data by their …