{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,2]],"date-time":"2026-05-02T02:00:32Z","timestamp":1777687232492,"version":"3.51.4"},"reference-count":22,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2018,5,23]],"date-time":"2018-05-23T00:00:00Z","timestamp":1527033600000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Comput Stat"],"published-print":{"date-parts":[[2019,6]]},"DOI":"10.1007\/s00180-018-0816-9","type":"journal-article","created":{"date-parts":[[2018,5,23]],"date-time":"2018-05-23T14:22:40Z","timestamp":1527085360000},"page":"451-468","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":6,"title":["Modeling functional data: a test procedure"],"prefix":"10.1007","volume":"34","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-6927-0381","authenticated-orcid":false,"given":"Enea G.","family":"Bongiorno","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Aldo","family":"Goia","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Philippe","family":"Vieu","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2018,5,23]]},"reference":[{"key":"816_CR1","volume-title":"Multiple hypothesis testing in linear regression model with applications to economics and finance","author":"R Alt","year":"2005","unstructured":"Alt R (2005) Multiple hypothesis testing in linear regression model with applications to economics and finance. Verlag, Curvillier"},{"key":"816_CR2","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-319-55846-2","volume-title":"Functional statistics and related fields","author":"G Aneiros","year":"2017","unstructured":"Aneiros G, Bongiorno EG, Cao R, Vieu P (2017) Functional statistics and related fields. Springer, Berlin"},{"key":"816_CR3","doi-asserted-by":"publisher","first-page":"204","DOI":"10.1016\/j.csda.2016.01.019","volume":"99","author":"EG Bongiorno","year":"2016","unstructured":"Bongiorno EG, Goia A (2016) Classification methods for hilbert data based on surrogate density. Comput Stat Data Anal 99:204\u2013222","journal-title":"Comput Stat Data Anal"},{"key":"816_CR4","first-page":"1949","volume":"27","author":"EG Bongiorno","year":"2017","unstructured":"Bongiorno EG, Goia A (2017) Some insights about the small ball probability factorization for Hilbert random elements. Stat Sin 27:1949\u20131965","journal-title":"Stat Sin"},{"key":"816_CR5","unstructured":"Bongiorno EG, Goia A, Vieu P (2018) Evaluating the complexity of functional data. SORT 42(1) (in press)"},{"key":"816_CR6","doi-asserted-by":"crossref","unstructured":"Bosq D (2000) Linear processes in function spaces. Vol. 149 of Lecture Notes in Statistics. Springer, New York","DOI":"10.1007\/978-1-4612-1154-9"},{"key":"816_CR7","doi-asserted-by":"publisher","DOI":"10.2307\/j.ctt7skm5","volume-title":"The econometrics of financial markets","author":"JY Campbell","year":"2012","unstructured":"Campbell JY, Lo AW-C, MacKinlay AC (2012) The econometrics of financial markets. Princeton University press, Princeton"},{"issue":"10","key":"816_CR8","doi-asserted-by":"publisher","first-page":"4814","DOI":"10.1016\/j.csda.2006.09.007","volume":"51","author":"JA Cuesta-Albertos","year":"2007","unstructured":"Cuesta-Albertos JA, del Barrio E, Fraiman R, Matr\u00e1n C (2007) The random projection method in goodness of fit for functional data. Comput Stat Data Anal 51(10):4814\u20134831","journal-title":"Comput Stat Data Anal"},{"key":"816_CR9","volume-title":"Nonparametric functional data analysis","author":"F Ferraty","year":"2006","unstructured":"Ferraty F, Vieu P (2006) Nonparametric functional data analysis. Springer, New York Springer Series in Statistics"},{"issue":"2","key":"816_CR10","doi-asserted-by":"publisher","first-page":"447","DOI":"10.1080\/10485252.2012.671943","volume":"24","author":"F Ferraty","year":"2012","unstructured":"Ferraty F, Kudraszow N, Vieu P (2012) Nonparametric estimation of a surrogate density function in infinite-dimensional spaces. J Nonparametr Stat 24(2):447\u2013464","journal-title":"J Nonparametr Stat"},{"key":"816_CR11","volume-title":"Implementing models in quantitative finance: methods and cases","author":"G Fusai","year":"2007","unstructured":"Fusai G, Roncoroni A (2007) Implementing models in quantitative finance: methods and cases. Springer, Berlin"},{"key":"816_CR12","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1016\/j.jmva.2015.12.001","volume":"146","author":"A Goia","year":"2016","unstructured":"Goia A, Vieu P (2016) An introduction to recent advances in high\/infinite dimensional statistics. J Multivar Anal 146:1\u20136","journal-title":"J Multivar Anal"},{"issue":"2","key":"816_CR13","first-page":"65","volume":"6","author":"S Holm","year":"1979","unstructured":"Holm S (1979) A simple sequentially rejective multiple test procedure. Scand J Stat 6(2):65\u201370","journal-title":"Scand J Stat"},{"key":"816_CR14","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4614-3655-3","volume-title":"Inference for functional data with applications","author":"L Horv\u00e1th","year":"2012","unstructured":"Horv\u00e1th L, Kokoszka P (2012) Inference for functional data with applications. Springer, New York Springer Series in Statistics"},{"key":"816_CR15","volume-title":"U-statistics: theory and practice","author":"J Lee","year":"1990","unstructured":"Lee J (1990) U-statistics: theory and practice. Citeseer, University Park"},{"key":"816_CR16","doi-asserted-by":"publisher","DOI":"10.1007\/b98855","volume-title":"Elements of large-sample theory","author":"EL Lehmann","year":"1999","unstructured":"Lehmann EL (1999) Elements of large-sample theory. Springer, Berlin"},{"issue":"1","key":"816_CR17","doi-asserted-by":"publisher","first-page":"19","DOI":"10.14490\/jjss1995.25.19","volume":"25","author":"Y Maesono","year":"1995","unstructured":"Maesono Y (1995) On the normal approximations of Studentized \n                    \n                      \n                    \n                    $$U$$\n                    \n                      \n                        U\n                      \n                    \n                  -statistic. J Jpn Stat Soc 25(1):19\u201333","journal-title":"J Jpn Stat Soc"},{"issue":"1","key":"816_CR18","doi-asserted-by":"publisher","first-page":"1","DOI":"10.14490\/jjss1995.28.1","volume":"28","author":"Y Maesono","year":"1998","unstructured":"Maesono Y (1998) Asymptotic mean square errors of variance estimators for \n                    \n                      \n                    \n                    $$U$$\n                    \n                      \n                        U\n                      \n                    \n                  -statistics and their Edgeworth expansions. J Jpn Stat Soc 28(1):1\u201319","journal-title":"J Jpn Stat Soc"},{"issue":"2","key":"816_CR19","doi-asserted-by":"publisher","first-page":"159","DOI":"10.1080\/00137910590949904","volume":"50","author":"RR Marathe","year":"2005","unstructured":"Marathe RR, Ryan SM (2005) On the validity of the geometric Brownian motion assumption. Eng Econ 50(2):159\u2013192","journal-title":"Eng Econ"},{"key":"816_CR20","unstructured":"R Core Team (2013) R: a language and environment for statistical computing. R Foundation for Statistical Computing, Vienna, Austria"},{"key":"816_CR21","doi-asserted-by":"crossref","DOI":"10.1007\/b98888","volume-title":"Functional data analysis","author":"JO Ramsay","year":"2005","unstructured":"Ramsay JO, Silverman BW (2005) Functional data analysis, 2nd edn. Springer, New York Springer Series in Statistics","edition":"2"},{"issue":"4","key":"816_CR22","doi-asserted-by":"publisher","first-page":"327","DOI":"10.1023\/A:1008309307499","volume":"12","author":"G Yen","year":"1999","unstructured":"Yen G, Yen EC (1999) On the validity of the Wiener process assumption in option pricing models: contradictory evidence from Taiwan. Rev Quant Finance Acc 12(4):327\u2013340","journal-title":"Rev Quant Finance Acc"}],"container-title":["Computational Statistics"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00180-018-0816-9.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s00180-018-0816-9\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s00180-018-0816-9.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,23]],"date-time":"2019-05-23T01:29:33Z","timestamp":1558574973000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s00180-018-0816-9"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2018,5,23]]},"references-count":22,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2019,6]]}},"alternative-id":["816"],"URL":"https:\/\/doi.org\/10.1007\/s00180-018-0816-9","relation":{},"ISSN":["0943-4062","1613-9658"],"issn-type":[{"value":"0943-4062","type":"print"},{"value":"1613-9658","type":"electronic"}],"subject":[],"published":{"date-parts":[[2018,5,23]]},"assertion":[{"value":"20 October 2017","order":1,"name":"received","label":"Received","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"10 May 2018","order":2,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"23 May 2018","order":3,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}