Structural stability of functional data — A new adjusted-range-based self-normalization approach

Jiajing Sun, Yongmiao Hong, Zhuo Lin and Weichao Xu

Economics Letters, 2025, vol. 253, issue C

Abstract: We propose an adjusted-range-based self-normalization method for testing structural stability in functional data. The approach improves computational efficiency and performs well in empirical applications to temperature data from New York Central Park Weather Station.

Keywords: Adjusted-range; Functional time series; Karhunen-Loève expansion; Self-normalization (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:253:y:2025:i:c:s0165176525001879

DOI: 10.1016/j.econlet.2025.112350

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