Testing the structural stability of temporally dependent functional observations and application to climate projections

DOI10.1214/11-EJS655zbMath1271.62097MaRDI QIDQ1952249

Xianyang Zhang, Katharine Hayhoe, Donald J. Wuebbles, Xiao-Feng Shao

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1323785608

zbMATH Keywords

time seriesCUSUMfunctional dataself-normalizationchange point

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (16)

A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series ⋮ Bayesian change point detection for functional data ⋮ A randomness test for functional panels ⋮ Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators ⋮ Principal Component Analysis of Spatially Indexed Functions ⋮ Asynchronous changepoint estimation for spatially correlated functional time series ⋮ Pivotal tests for relevant differences in the second order dynamics of functional time series ⋮ Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach ⋮ A distributed multiple sample testing for massive data ⋮ Detecting relevant changes in the spatiotemporal mean function ⋮ Two-sample and change-point inference for non-Euclidean valued time series ⋮ Dependent functional data ⋮ Hypothesis testing for high-dimensional time series via self-normalization ⋮ Testing stationarity of functional time series ⋮ Computation and application of generalized linear mixed model derivatives using \textit{lme4} ⋮ Two sample inference for the second-order property of temporally dependent functional data

Uses Software

• fda (R)

Cites Work

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• Nonmonotonic power for tests of a mean shift in a time series§

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