Dependent functional linear models with applications to monitoring structural change

DOI10.5705/ss.2012.233OpenAlexW2071107592MaRDI QIDQ5248901

Marie Hušková, Siegfried Hörmann, Alexander Aue, Lajos Horváth

Publication date: 28 April 2015

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/8h03s1t3

zbMATH Keywords

stopping timesfunctional data analysisstructural breakschange-point analysisfunctional principal componentsdependent functional datasequential methodology

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (12)

Efficiency in multivariate functional nonparametric models with autoregressive errors ⋮ SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET ⋮ Break point detection for functional covariance ⋮ Testing for changes in linear models using weighted residuals ⋮ Factor models for high‐dimensional functional time series I: Representation results ⋮ Testing Stability in Functional Event Observations with an Application to IPO Performance ⋮ Sequential change point test in the presence of outliers: the density power divergence based approach ⋮ Sequential monitoring for changes from stationarity to mild non-stationarity ⋮ On functional data analysis and related topics ⋮ Change point analysis of covariance functions: a weighted cumulative sum approach ⋮ A new approach for open‐end sequential change point monitoring ⋮ Limit results for \(L^p\) functionals of weighted CUSUM processes

This page was built for publication: Dependent functional linear models with applications to monitoring structural change