Pages that link to "Item:Q4632612"

The following pages link to Detecting Changes in the Mean of Functional Observations (Q4632612):

Displaying 33 items.

• A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
• Optimal covariance change point localization in high dimensions (Q97725) (← links)
• Optimal eigen expansions and uniform bounds (Q343789) (← links)
• A partial overview of the theory of statistics with functional data (Q389287) (← links)
• Test of independence for functional data (Q391591) (← links)
• Functional data analysis with increasing number of projections (Q392095) (← links)
• Detecting and estimating changes in dependent functional data (Q432320) (← links)
• Change-point analysis in increasing dimension (Q444964) (← links)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
• Bayesian change point detection for functional data (Q830722) (← links)
• Maximum likelihood ratio test for the stability of sequence of Gaussian random processes (Q901605) (← links)
• Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
• High dimensional efficiency with applications to change point tests (Q1642675) (← links)
• Locally stationary functional time series (Q1697469) (← links)
• A more powerful test identifying the change in mean of functional data (Q1753977) (← links)
• Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
• Statistical inference for the slope parameter in functional linear regression (Q2106789) (← links)
• Statistical inference on the Hilbert sphere with application to random densities (Q2136620) (← links)
• Surface temperature monitoring in liver procurement via functional variance change-point analysis (Q2179949) (← links)
• Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
• Consistency of binary segmentation for multiple change-point estimation with functional data (Q2244547) (← links)
• A Darling-Erdős-type CUSUM-procedure for functional data (Q2256595) (← links)
• Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation (Q2281194) (← links)
• Testing stationarity of functional time series (Q2512639) (← links)
• A nonparametric test for stationarity in functional time series (Q5155192) (← links)
• Detecting Multiple Change Points: The PULSE Criterion (Q6039883) (← links)
• Asynchronous changepoint estimation for spatially correlated functional time series (Q6045990) (← links)
• Break point detection for functional covariance (Q6073412) (← links)
• A data-adaptive method for outlier detection from functional data (Q6089212) (← links)
• Testing linear operator constraints in functional response regression with incomplete response functions (Q6144422) (← links)
• Factor-augmented Model for Functional Data (Q6144617) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
• Detecting relevant changes in the spatiotemporal mean function (Q6176936) (← links)