Pages that link to "Item:Q5507360"

The following pages link to Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360):

Displaying 22 items.

• A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
• Bootstrap confidence intervals for multiple change points based on moving sum procedures (Q92618) (← links)
• An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
• Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
• Bayesian change point detection for functional data (Q830722) (← links)
• On the asymptotic normality of kernel estimators of the long run covariance of functional time series (Q901286) (← links)
• Consistent change-point detection with kernels (Q1711585) (← links)
• Relevant change points in high dimensional time series (Q1786570) (← links)
• Sieve bootstrap for functional time series (Q1990591) (← links)
• Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
• Block bootstrapping for a panel mean break test (Q2131936) (← links)
• A general panel break test based on the self-normalization method (Q2132016) (← links)
• Sequential change point detection in high dimensional time series (Q2154962) (← links)
• Nuisance-parameter-free changepoint detection in non-stationary series (Q2195742) (← links)
• Detecting anomalies in fibre systems using 3-dimensional image data (Q2195829) (← links)
• Consistency of binary segmentation for multiple change-point estimation with functional data (Q2244547) (← links)
• Bootstrapping the empirical distribution of a stationary process with change-point (Q2326067) (← links)
• Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
• Asynchronous changepoint estimation for spatially correlated functional time series (Q6045990) (← links)
• Break point detection for functional covariance (Q6073412) (← links)
• Detecting relevant changes in the spatiotemporal mean function (Q6176936) (← links)