Testing the structural stability of temporally dependent functional observations and application to climate projections
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Publication:1952249
DOI10.1214/11-EJS655zbMATH Open1271.62097MaRDI QIDQ1952249FDOQ1952249
Authors: Xianyang Zhang, Katharine Hayhoe, Donald J. Wuebbles, Xiaofeng 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
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- Applied functional data analysis. Methods and case studies
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- Portmanteau Test of Independence for Functional Observations
- Weakly dependent functional data
- Testing That a Dependent Process Is Uncorrelated
- Testing for change points in time series
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
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- Detecting and estimating changes in dependent functional data
- Strong rules for detecting the number of breaks in a time series
- Testing the stability of the functional autoregressive process
- Tests for changing mean with monotonic power
- Nonmonotonic power for tests of a mean shift in a time series§
Cited In (22)
- Hypothesis testing for high-dimensional time series via self-normalization
- Testing stationarity of functional time series
- Dependent functional data
- Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach
- A self-normalization test for structural breaks in a regression model for panel data sets
- Two sample inference for the second-order property of temporally dependent functional data
- Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators
- Asynchronous changepoint estimation for spatially correlated functional time series
- Detecting relevant changes in the spatiotemporal mean function
- A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
- A randomness test for functional panels
- Detection and estimation of structural breaks in high-dimensional functional time series
- 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
- A distributed multiple sample testing for massive data
- Two-sample and change-point inference for non-Euclidean valued time series
- Pivotal tests for relevant differences in the second order dynamics of functional time series
- Principal Component Analysis of Spatially Indexed Functions
- Computation and application of generalized linear mixed model derivatives using \textit{lme4}
- Bayesian change point detection for functional data
- Robust testing for stationarity of global surface temperature
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