White noise testing and model diagnostic checking for functional time series

2016 ◽  
Vol 194 (1) ◽  
pp. 76-95 ◽  
Author(s):  
Xianyang Zhang
2017 ◽  
Vol 39 (1) ◽  
pp. 54-74 ◽  
Author(s):  
Pramita Bagchi ◽  
Vaidotas Characiejus ◽  
Holger Dette

1998 ◽  
Vol 28 (1) ◽  
pp. 77-93 ◽  
Author(s):  
Terence Chan

AbstractThis paper presents a continuous time version of a stochastic investment model originally due to Wilkie. The model is constructed via stochastic differential equations. Explicit distributions are obtained in the case where the SDEs are driven by Brownian motion, which is the continuous time analogue of the time series with white noise residuals considered by Wilkie. In addition, the cases where the driving “noise” are stable processes and Gamma processes are considered.


Author(s):  
Mallika Deb ◽  
Tapan Kumar Chakrabarty

Functional Time Series Analysis (FTSA) is carried out in this article to uncover the temporal variations in the age pattern of fertility in India. Attempt is made to find whether there is any typical age pattern in the nation’s fertility across the reproductive age groups. If so, how do we characterize the role of changing age pattern of fertility across reproductive age groups in the nation’s fertility transition? We have used region-specific (rural-urban) and country level data series on Age-Specific Fertility Rates (ASFRs) available from Sample Registration System (SRS), India during 1971-2013. Findings of this study are very impressive. It is observed that the youngest age group of women in 15-19 years has contributed to the maximum decline in fertility with a substantially accelerated pace during the period of study. The major changes in fertility rates among Indian women dominated by the rural representation occur at the ages after 30. Further, the study also suggests that the future course of demographic transition in India from third phase to the fourth phase of replacement fertility would depend on the degree and pace of decline among the rural women aged below 30 years.


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