Jiajing Sun

Jiajing Sun

PhD, CFA, FIMA, Member of the London Mathematical Society. Associate Professor and the Deputy Director of the Department of Statistics and Data Science, School of Economics and Management, University of the Chinese Academy of Sciences.

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

Published in Economics Letters, 2025

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.

Publisher / DOI page

Recommended citation: Sun, J., Hong, Y., Lin, Z., & Xu, W. (2025). "Structural stability of functional data: A new adjusted-range-based self-normalization approach." Economics Letters, 253, 112350.
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