Resampling-free Inference for Time Series via RKHS Embedding
通过 RKHS 嵌入实现无需重抽样的时间序列推断
In this article, we study nonparametric inference problems in the context of multivariate or functional time series, including testing for goodness-of-fit, the presence of a change point in the marginal distribution, and the independence of two time series, among others. Most methodologies available in the existing literature address these problems by employing a bandwidth-dependent bootstrap or subsampling approach, which can be computationally expensive and/or sensitive to…