Monitoring panels of sparse functional data
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Cites work
- A new approach for open‐end sequential change point monitoring
- Adaptive Change Point Monitoring for High-Dimensional Data
- Asynchronous changepoint estimation for spatially correlated functional time series
- Change point analysis of covariance functions: a weighted cumulative sum approach
- Change point tests in functional factor models with application to yield curves
- Change‐point monitoring in linear models
- Contributions to the theory of nonparametric regression, with application to system identification
- Dependent functional linear models with applications to monitoring structural change
- Detecting and estimating changes in dependent functional data
- Detecting Changes in the Mean of Functional Observations
- Detecting relevant changes in time series models
- Detecting structural breaks in eigensystems of functional time series
- Detection of change in the spatiotemporal mean function
- Elastic functional changepoint detection of climate impacts from localized sources
- Estimation of a Probability Density Function and Its Derivatives
- Evaluating stationarity via change-point alternatives with applications to fMRI data
- Fréchet change-point detection
- Functional data analysis in the Banach space of continuous functions
- Greedy Segmentation for a Functional Data Sequence
- Higher moments of Banach space valued random variables
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation
- Inference for the lagged cross-covariance operator between functional time series
- Monitoring changes in linear models
- Monitoring for a change point in a sequence of distributions
- Monitoring Structural Change
- Optimal rate of convergence for nonparametric change-point estimators for nonstationary sequences
- Sequential change point detection in high dimensional time series
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
- Structural break analysis for spectrum and trace of covariance operators
- Testing Relevant Hypotheses in Functional Time Series via Self-Normalization
- Testing stationarity of functional time series
- Testing the structural stability of temporally dependent functional observations and application to climate projections
- The state of cumulative sum sequential changepoint testing 70 years after page
- Weak invariance principles for sums of dependent random functions
- Weakly dependent functional data
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