Asymptotic methods in change-point analysis
change-point detectionincreasing number of principal componentsPage's sequential proceduretesting equality of two covariance operatorstesting equality of two mean functions
Research exposition (monographs, survey articles) pertaining to statistics (62-02) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Sequential statistical analysis (62L10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
- Extensions of some classical methods in change point analysis
- Detecting and dating structural breaks in functional data without dimension reduction
- Asymptotic change-point analysis of the dependencies in time series
- Change point analysis based on empirical characteristic functions
- Detecting and estimating changes in dependent functional data
- Detecting a structural change in functional time series using local Wilcoxon statistic
- Detecting structural breaks in eigensystems of functional time series
- Change point analysis of covariance functions: a weighted cumulative sum approach
- A Darling-Erdős-type CUSUM-procedure for functional data
- Testing for a change in covariance operator
- Change-point analysis in increasing dimension
- scientific article; zbMATH DE number 2051038 (Why is no real title available?)
- Detecting and dating structural breaks in functional data without dimension reduction
- Change point tests in functional factor models with application to yield curves
- Dependent functional linear models with applications to monitoring structural change
- Perpetuities and asymptotic change-point analysis
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