A bootstrap portmanteau test for white noise in multivariate locally stationary functional time series, backed by a Gaussian approximation for maxima of degenerate U-statistics with an increasing number of lags.
, Basu , Rupsa R
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A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags
A bootstrap portmanteau test for white noise in multivariate locally stationary functional time series, backed by a Gaussian approximation for maxima of degenerate U-statistics with an increasing number of lags.