Online Change-Point Detection for Functional Data
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Cites work
- A likelihood ratio approach to sequential change point detection for a general class of parameters
- A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
- Adaptive bandwidth selection in the long run covariance estimator of functional time series
- Adaptive Change Point Monitoring for High-Dimensional Data
- Bootstrap methods for stationary functional time series
- CONTINUOUS INSPECTION SCHEMES
- Delay time in sequential detection of change
- Delay times of sequential procedures for multiple time series regression models
- Dependent functional linear models with applications to monitoring structural change
- 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
- Estimation for Extreme Conditional Quantiles of Functional Quantile Regression
- Estimation of the Mean of Functional Time Series and a Two-Sample Problem
- Fourier analysis of stationary time series in function space
- Fréchet change-point detection
- Functional Data Analysis for Sparse Longitudinal Data
- Functional data analysis.
- Functional generalized autoregressive conditional heteroskedasticity
- Greedy Segmentation for a Functional Data Sequence
- scientific article; zbMATH DE number 795279 (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
- Linear processes in function spaces. Theory and applications
- Monitoring for a change point in a sequence of distributions
- Monitoring Structural Change
- On the asymptotic normality of kernel estimators of the long run covariance of functional time series
- On the online detection of monotonic trends in time series
- On the prediction of stationary functional time series
- On the use of estimating functions in monitoring time series for change points
- Online Estimation for Functional Data
- Procedures for Reacting to a Change in Distribution
- Recent advances in functional data analysis and related topics. Selected papers based on the presentations at the international workshop on functional and operatorial statistics (IWFOS'2011), Santander, Spain, June 16--18, 2011.
- Sequential analysis: Some classical problems and new challenges. (With comments and rejoinder).
- Sequential change point detection in linear quantile regression models
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
- Sequential monitoring for changes from stationarity to mild non-stationarity
- Sequential monitoring of changes in dynamic linear models, applied to the U.S. housing market
- Sequential Tests of Statistical Hypotheses
- Spatially varying coefficient model for neuroimaging data with jump discontinuities
- Testing for stationarity of functional time series in the frequency domain
- Testing Stability in Functional Event Observations with an Application to IPO Performance
- The state of cumulative sum sequential changepoint testing 70 years after page
- Theoretical foundations of functional data analysis, with an introduction to linear operators
- Weakly dependent functional data
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