Man pages for wwntests
Hypothesis Tests for Functional Time Series

autocorrelation_coeff_hComputes the approximate functional autocorrelation...
autocorrelation_coeff_plotPlot Confidence Bounds of Estimated Functional...
autocov_approx_hCompute the approximate autocovariance at specified lag
bartlett_kernelBartlett Kernel Function
B_h_boundCompute weak white noise confidence bound for autocorrelation...
B_iid_boundCompute strong white noise confidence bound for...
block_bootsrap'block_bootstrap' Performs a block bootstrap on the...
brown_motion'brown_motion' Creates at J x N matrix, containing N...
centerCenter functional data
covariance_diag_storeList storage of diagonal covariances.
covariance_i_jCompute the approximate covariance tensor for lag windows...
covariance_i_j_vecCompute the approximate covariance tensor for lag windows...
daniell_kernelDaniell Kernel Function
diagonal_autocov_approx_0Compute the diagonal covariance
diagonal_covariance_iCompute the approximate diagonal covariance matrix for lag...
far_1_S'far_1_S' Simulates an FAR(1,S)-fGARCH(1,1) process with N...
fgarch_1_1'fgarch_1_1' Simulates an fGARCH(1,1) process with N...
fport_testCompute Functional Hypothesis Tests
iid_covarianceCompute part of the covariance under a strong white noise...
iid_covariance_vecCompute part of the covariance under a strong white noise...
independence_testIndependence Test
multi_lag_testMulti-Lag Hypothesis Test
parzen_kernelParzen Kernel Function
Q_WS_hyp_testCompute size alpha single-lag hypothesis test under weak or...
scalar_covariance_i_jCompute the approximate covariance at a point for lag windows...
scalar_covariance_i_j_vecCompute the approximate covariance at a point for lag windows...
single_lag_testSingle-Lag Hypothesis Test
spectral_testSpectral Density Test
wwntests documentation built on July 2, 2020, 2:57 a.m.