Testing Equality Of Means When The Observations Are From Functional Time Series
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- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model,"
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- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. Van Dijk, 2016.
"Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1352-1370, November.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2015. "Interconnections between Eurozone and US Booms and Busts using a Bayesian Panel Markov-Switching VAR Mode," Tinbergen Institute Discussion Papers 15-111/III, Tinbergen Institute.
- Israel Martínez‐Hernández & Marc G. Genton, 2021. "Nonparametric trend estimation in functional time series with application to annual mortality rates," Biometrics, The International Biometric Society, vol. 77(3), pages 866-878, September.
- Jiang, Qing & Hušková, Marie & Meintanis, Simos G. & Zhu, Lixing, 2019. "Asymptotics, finite-sample comparisons and applications for two-sample tests with functional data," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 202-220.
- Dimitrios Pilavakis & Efstathios Paparoditis & Theofanis Sapatinas, 2020. "Testing equality of autocovariance operators for functional time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(4), pages 571-589, July.
- Zhang, Rongmao & Chan, Ngai Hang & Chi, Changxiong, 2023. "Nonparametric testing for the specification of spatial trend functions," Journal of Multivariate Analysis, Elsevier, vol. 196(C).
- Aneiros, Germán & Cao, Ricardo & Fraiman, Ricardo & Genest, Christian & Vieu, Philippe, 2019. "Recent advances in functional data analysis and high-dimensional statistics," Journal of Multivariate Analysis, Elsevier, vol. 170(C), pages 3-9.
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