Change point analysis of covariance functions: a weighted cumulative sum approach

DOI10.1016/j.jmva.2021.104877zbMath1493.62309OpenAlexW3208431202MaRDI QIDQ2078538

Yuqian Zhao, Lajos Horváth, Gregory Rice

Publication date: 1 March 2022

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2021.104877

zbMATH Keywords

Bernoulli shiftfunctional datachange point detectionapproximation of partial sums of functions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Related Items

Testing Stability in Functional Event Observations with an Application to IPO Performance, Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces

Uses Software

• fda (R)

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