Estimation of a change-point in the mean function of functional data

DOI10.1016/J.JMVA.2009.04.001MaRDI QIDQ1036788zbMATH OpenOpenAlexFDO

Authors Alexander Aue, Robertas Gabrys, Lajos Horváth, Piotr Kokoszka

Publication date 13 November 2009

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2009.04.001

zbMATH Keywords

functional data analysischange-point estimationmean function

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12) Central limit and other weak theorems (60F05)

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Cited in

(39)

• Testing for a change in covariance operator
• A robust bootstrap change point test for high-dimensional location parameter
• Asymptotic distribution of the jump change-point estimator
• Inferential procedures for partially observed functional data
• Dependent functional data
• Detecting and estimating changes in dependent functional data
• Evaluating stationarity via change-point alternatives with applications to fMRI data
• On functional data analysis and related topics
• A nonparametric test for stationarity in functional time series
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH
• A more powerful test identifying the change in mean of functional data
• Asynchronous changepoint estimation for spatially correlated functional time series
• Greedy Segmentation for a Functional Data Sequence
• Structural breaks in time series
• Functional data analysis in the Banach space of continuous functions
• Consistency of binary segmentation for multiple change-point estimation with functional data
• Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
• Change-point analysis in increasing dimension
• High dimensional efficiency with applications to change point tests
• Change-point inference in high-dimensional regression models under temporal dependence
• Detection of a structural break in intraday volatility pattern
• Detecting structural breaks in eigensystems of functional time series
• Break point detection for functional covariance
• Detection and estimation of structural breaks in high-dimensional functional time series
• A permutation approach to the analysis of spatiotemporal geochemical data in the presence of heteroscedasticity
• Elastic functional changepoint detection of climate impacts from localized sources
• Scalable multiple changepoint detection for functional data sequences
• Time series regression with persistent level shifts
• Maximum likelihood ratio test for the stability of sequence of Gaussian random processes
• Test of change point versus long-range dependence in functional time series
• Multiple change-point detection for regression curves
• Detecting deviations from second-order stationarity in locally stationary functional time series
• Sequential block bootstrap in a Hilbert space with application to change point analysis
• Multiple change point detection in functional data with applications to biomechanical fatigue data
• Anomaly detection: a functional analysis perspective
• Change point analysis of covariance functions: a weighted cumulative sum approach
• Locally stationary functional time series
• Optimal estimation of the mean function based on discretely sampled functional data: phase transition
• Bayesian change point detection for functional data

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