Change point analysis for functional data using empirical characteristic functionals
From MaRDI portal
Cites work
- A nonparametric approach for multiple change point analysis of multivariate data
- A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- A test for Gaussianity in Hilbert spaces via the empirical characteristic functional
- Adaptive bandwidth selection in the long run covariance estimator of functional time series
- Analysis of variance for functional data
- Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics
- Bootstrapping covariance operators of functional time series
- Break point detection for functional covariance
- Change point analysis based on empirical characteristic functions
- Change point analysis of covariance functions: a weighted cumulative sum approach
- Change Point Detection with Multivariate Observations Based on Characteristic Functions
- Change-point detection and bootstrap for Hilbert space valued random fields
- Consistency of binary segmentation for multiple change-point estimation with functional data
- CONTINUOUS INSPECTION SCHEMES
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
- Detecting and dating structural breaks in functional data without dimension reduction
- Detecting and estimating changes in dependent functional data
- Detecting structural breaks in eigensystems of functional time series
- Energy statistics: a class of statistics based on distances
- Estimation of a change-point in the mean function of functional data
- Extensions of some classical methods in change point analysis
- Functional data analysis.
- Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 1223843 (Why is no real title available?)
- scientific article; zbMATH DE number 719919 (Why is no real title available?)
- scientific article; zbMATH DE number 977420 (Why is no real title available?)
- scientific article; zbMATH DE number 3278887 (Why is no real title available?)
- scientific article; zbMATH DE number 3046453 (Why is no real title available?)
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Inference for functional data with applications
- Introduction to Functional Data Analysis
- Linear processes in function spaces. Theory and applications
- Nonlinear Regression with Dependent Observations
- Rank based estimators of the change-point
- Robust forecasting of mortality and fertility rates: a functional data approach
- Scalable multiple changepoint detection for functional data sequences
- Sequential block bootstrap in a Hilbert space with application to change point analysis
- Structural break analysis for spectrum and trace of covariance operators
- Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
- Testing the structural stability of temporally dependent functional observations and application to climate projections
- Tests for the multivariatek-sample problem based on the empirical characteristic function
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- Theoretical comparisons of block bootstrap methods
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Weak invariance principles for sums of dependent random functions
- Weakly dependent functional data
Cited in
(1)
This page was built for publication: Change point analysis for functional data using empirical characteristic functionals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7228182)
