Enhanced structural break detection in functional means
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Cites work
- A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
- Break detection in the covariance structure of multivariate time series models
- Break point detection for functional covariance
- Change-point detection and bootstrap for Hilbert space valued random fields
- Detecting and dating structural breaks in functional data without dimension reduction
- Detecting and estimating changes in dependent functional data
- Detecting Changes in the Mean of Functional Observations
- Detection of change in the spatiotemporal mean function
- Dynamic functional principal components
- Estimation of a change-point in the mean function of functional data
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- Functional data analysis with increasing number of projections
- Greedy Segmentation for a Functional Data Sequence
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Prediction in functional linear regression
- Sequential block bootstrap in a Hilbert space with application to change point analysis
- Structural break analysis for spectrum and trace of covariance operators
- Testing for a change in covariance operator
- Testing for stationarity of functional time series in the frequency domain
- Testing stationarity of functional time series
- Testing the structural stability of temporally dependent functional observations and application to climate projections
- Weakly dependent functional data
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