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Métodos Matemáticos em Finanças

Título
A review of goodness-of-fit tests for models with functional data with recent results
Expositor
Wenceslao González Manteiga

University of Santiago de Compostela
Data
Terça-feira, 8 de maio de 2018, 17:00
Local
Sala 232
Resumo

Different goodness-of-fit tests for some null hypothesis of models with functional data are revised in this talk. The more recent tests are based on the residual marked empirical process indexed by random projections for testing the hypothesis of a functional linear model. Some simulations, applications to real data and comparative discussion is given for the statistical analysis of the behaviour of the different tests.

Keywords: random projections; goodness-of-fit; regression models with functional data