Asymptotic methods in change-point analysis
change-point detectionincreasing number of principal componentsPage's sequential proceduretesting equality of two covariance operatorstesting equality of two mean functions
Asymptotic properties of parametric estimators (62F12) Factor analysis and principal components; correspondence analysis (62H25) Asymptotic distribution theory in statistics (62E20) Sequential statistical analysis (62L10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
- Extensions of some classical methods in change point analysis
- Detecting and dating structural breaks in functional data without dimension reduction
- Asymptotic change-point analysis of the dependencies in time series
- Change point analysis based on empirical characteristic functions
- Detecting and estimating changes in dependent functional data
- Testing for a change in covariance operator
- Change point tests in functional factor models with application to yield curves
- Detecting a structural change in functional time series using local Wilcoxon statistic
- scientific article; zbMATH DE number 2051038 (Why is no real title available?)
- Change-point analysis in increasing dimension
- A Darling-Erdős-type CUSUM-procedure for functional data
- Detecting structural breaks in eigensystems of functional time series
- Perpetuities and asymptotic change-point analysis
- Change point analysis of covariance functions: a weighted cumulative sum approach
- Detecting and dating structural breaks in functional data without dimension reduction
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