Testing for a change in covariance operator (Q394564): Difference between revisions

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+Break detection in the covariance structure of multivariate time series models
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+Estimation of a change-point in the mean function of functional data
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+Common functional principal components
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+Linear processes in function spaces. Theory and applications
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+Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
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+Almost sure invariance principles for weakly dependent vector-valued random variables
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+Recent advances in functional data analysis and related topics. Selected papers based on the presentations at the international workshop on functional and operatorial statistics (IWFOS'2011), Santander, Spain, June 16--18, 2011.
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+Testing the Equality of Covariance Operators in Functional Samples
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+Covariance changes detection in multivariate time series
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+On Properties of Functional Principal Components Analysis
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+Theory for high-order bounds in functional principal components analysis
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+Inference for functional data with applications
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+Testing for changes in multivariate dependent observations with an application to temperature changes
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+Testing the stability of the functional autoregressive process
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+Second-Order Comparison of Gaussian Random Functions and the Geometry of DNA Minicircles
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+A new fluctuation test for constant variances with applications to finance
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+TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
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