Statistical Tests for Functional Time Series
Integrals of Squared Brownian Bridge
Integrals of Squared Brownian Motion
Integrals of Squared De-meaned Brownian Bridge
Integrals of Squared Second-level Brownian Bridge
Default Kernel Function
Eigenvalues of An Estimated Long-run Covariance Function
Test Statistic in Functional KPSS Test
Functional KPSS Test
Functional Stationarity Test
Test Statistic M_N in Functional Stationarity Test
Test Statistic T_N in Functional Stationarity Test
Functional Unit Root Test
Partial Sum
A collection of statistical hypothesis tests of functional time series. While it will include more tests when the related literature are enriched, this package contains the following key tests: functional stationarity test, functional trend stationarity test, functional unit root test, to name a few.