Asymptotic methods in change-point analysis
zbMATH Open1306.62027MaRDI QIDQ5415554FDOQ5415554
Authors: Stefan Fremdt 
Publication date: 13 May 2014
Full work available at URL: http://d-nb.info/1038359988/34
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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)
Cited In (10)
- 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
- Title not available (Why is that?)
- 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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