Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360): Difference between revisions

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+Detecting and estimating changes in dependent functional data
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+Estimation of a change-point in the mean function of functional data
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+Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction
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+Common functional principal components
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+Q5560061
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+Limit theorems for functionals of mixing processes with applications to $U$-statistics and dimension estimation
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+Linear processes in function spaces. Theory and applications
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+Blockwise bootstrapped empirical process for stationary sequences
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+The use of subseries values for estimating the variance of a general statistic from a stationary sequence
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+Non‐Parametric Change‐Point Tests for Long‐Range Dependent Data
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+Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
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+Dependent Wild Bootstrap for the Empirical Process
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+Asymptotic distributions of quadratic forms occurring in changepoint problems
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+Detecting trends in time series of functional data: A study of Antarctic climate change
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+The change-point problem for dependent observations
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+Weakly dependent functional data
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+Testing stationarity of functional time series
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+Limit theorem for maximum of standardized \(U\)-statistics with an application
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
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+Goodness-of-fit testing based on a weighted bootstrap: A fast large-sample alternative to the parametric bootstrap
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+Testing for lack of dependence in the functional linear model
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+Q3997990
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+Validity of blockwise bootstrap for empirical processes with stationary observations
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+Q4839388
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+Changepoints in the North Atlantic Tropical Cyclone Record
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+On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
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+Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives
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+On \(L^2\) space approach to change point problems
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+Q3948492
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+An invariance principle for the Robbins-Monro process in a Hilbert space
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