Estimation of a change-point in the mean function of functional data
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Publication:1036788
DOI10.1016/J.JMVA.2009.04.001zbMATH Open1176.62025OpenAlexW2001067881MaRDI QIDQ1036788FDOQ1036788
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
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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)
Cites Work
- Functional data analysis
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- Title not available (Why is that?)
- A family of minimax rates for density estimators in continuous time
- Detecting Changes in the Mean of Functional Observations
- Asymptotic theory for the principal component analysis of a vector random function: Some applications to statistical inference
- Functional linear regression analysis for longitudinal data
- Testing for a change in the parameter values and order of an autoregressive model
- Title not available (Why is that?)
- The problem of the Nile: Conditional solution to a changepoint problem
- Title not available (Why is that?)
- Effect of dependence on statistics for determination of change
- Change-point estimation in ARCH models
- Title not available (Why is that?)
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- Title not available (Why is that?)
- Estimation and inference in functional mixed-effects models
- Classifying functional time series
- Testing for changes in multivariate dependent observations with an application to temperature changes
- Testing for lack of dependence in the functional linear model
- Functional data analysis for clients segmentation tasks
Cited In (39)
- Testing for a change in covariance operator
- A robust bootstrap change point test for high-dimensional location parameter
- Inferential procedures for partially observed functional data
- Asymptotic distribution of the jump change-point estimator
- 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
- Asynchronous changepoint estimation for spatially correlated functional time series
- A more powerful test identifying the change in mean of functional data
- 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 inference in high-dimensional regression models under temporal dependence
- Change-point analysis in increasing dimension
- High dimensional efficiency with applications to change point tests
- Detection of a structural break in intraday volatility pattern
- 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
- Detecting structural breaks in eigensystems of functional time series
- 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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