Detecting and estimating changes in dependent functional data
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- scientific article; zbMATH DE number 1293617
Cites work
- scientific article; zbMATH DE number 5713428 (Why is no real title available?)
- scientific article; zbMATH DE number 1293617 (Why is no real title available?)
- scientific article; zbMATH DE number 2012927 (Why is no real title available?)
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- Estimation of a change-point in the mean function of functional data
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Cited in
(48)- Epidemic change-point detection in general causal time series
- Detection and estimation of structural breaks in high-dimensional functional time series
- Greedy Segmentation for a Functional Data Sequence
- A robust bootstrap change point test for high-dimensional location parameter
- Changepoint analysis of Klementinum temperature series
- Elastic functional changepoint detection of climate impacts from localized sources
- Scalable multiple changepoint detection for functional data sequences
- A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
- Epidemic change tests for the mean of innovations of an AR(1) process
- Detecting structural breaks in eigensystems of functional time series
- Inference for the lagged cross-covariance operator between functional time series
- Detection of change in the spatiotemporal mean function
- Asynchronous changepoint estimation for spatially correlated functional time series
- Detecting deviations from second-order stationarity in locally stationary functional time series
- Functional data analysis in the Banach space of continuous functions
- Hierarchical Spatio-Temporal Change-Point Detection
- Consistency of binary segmentation for multiple change-point estimation with functional data
- Change point analysis of covariance functions: a weighted cumulative sum approach
- Detection of a structural break in intraday volatility pattern
- ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing
- Detecting changes in the functional linear regression model
- Sequential block bootstrap in a Hilbert space with application to change point analysis
- Comments on: ``Extensions of some classical methods in change point analysis
- Rejoinder on: ``Extensions of some classical methods in change point analysis
- Detecting relevant changes in the spatiotemporal mean function
- Long-run variance estimation for spatial data under change-point alternatives
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- Estimation of a change-point in the mean function of functional data
- Epidemic change-point detection in general integer-valued time series
- Testing the structural stability of temporally dependent functional observations and application to climate projections
- Asymptotic methods in change-point analysis
- Bayesian change point detection for functional data
- Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Testing for epidemic changes in the mean of a multiparameter stochastic process
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap
- Test of change point versus long-range dependence in functional time series
- A Darling-Erdős-type CUSUM-procedure for functional data
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
- Pivotal tests for relevant differences in the second order dynamics of functional time series
- Extensions of some classical methods in change point analysis
- Change-point detection and bootstrap for Hilbert space valued random fields
- High dimensional efficiency with applications to change point tests
- A more powerful test identifying the change in mean of functional data
- Testing Stability in Functional Event Observations with an Application to IPO Performance
- Statistical inference for the slope parameter in functional linear regression
- Break point detection for functional covariance
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