Change-Point Detection for Object-Valued Time Series
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Cites work
- A New Class of Change Point Test Statistics of Rényi Type
- A self-normalized approach to confidence interval construction in time series
- Adaptive Inference for Change Points in High-Dimensional Data
- Asymptotic distribution-free change-point detection for multivariate and non-Euclidean data
- Basic properties of strong mixing conditions. A survey and some open questions
- Break point detection for functional covariance
- Change-point detection and bootstrap for Hilbert space valued random fields
- Consistency of binary segmentation for multiple change-point estimation with functional data
- Detecting and dating structural breaks in functional data without dimension reduction
- Detecting and estimating changes in dependent functional data
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Distance covariance in metric spaces
- Equivalence of distance-based and RKHS-based statistics in hypothesis testing
- Estimating the dimension of a model
- Fitting age-specific fertility rates by a flexible generalized skew normal probability density function
- Fréchet analysis of variance for random objects
- Fréchet change-point detection
- Fréchet regression for random objects with Euclidean predictors
- Graph-based change-point detection
- High dimensional change point estimation via sparse projection
- High-order corrected estimator of asymptotic variance with optimal bandwidth
- scientific article; zbMATH DE number 3053873 (Why is no real title available?)
- Hypothesis testing for network data in functional neuroimaging
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Inference for change points in high-dimensional data via selfnormalization
- Large deviations for Hilbert-space-valued Wiener processes: a sequence space approach
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Mean shift testing in correlated data
- Multiple change point detection under serial dependence: Wild contrast maximisation and gappy Schwarz algorithm
- Multiple change-point detection for non-stationary time series using wild binary segmentation
- Non-Euclidean statistics for covariance matrices, with applications to diffusion tensor imaging
- Nonmonotonic power for tests of a mean shift in a time series§
- Optimal change point detection and localization in sparse dynamic networks
- Positive definite metric spaces
- Potentials and isometric embeddings in \(L_1\)
- Real analysis
- Scalable multiple changepoint detection for functional data sequences
- Second errata to: ``Distance covariance in metric spaces
- Segmenting Time Series via Self-Normalisation
- Self-Normalization for Time Series: A Review of Recent Developments
- Separability and completeness for the Wasserstein distance
- Sequential block bootstrap in a Hilbert space with application to change point analysis
- Spherical autoregressive models, with application to distributional and compositional time series
- Testing for change points in time series
- Testing serial independence of object-valued time series
- Testing the structural stability of temporally dependent functional observations and application to climate projections
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Two-sample and change-point inference for non-Euclidean valued time series
- Variable Selection for Global Fréchet Regression
- Wild binary segmentation for multiple change-point detection
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