Structural break analysis for spectrum and trace of covariance operators
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Cites work
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- Structural breaks in time series
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Cited in
(8)- Asymptotic normality of spectral means of Hilbert space valued random processes
- Detection of a structural break in intraday volatility pattern
- Scalable multiple changepoint detection for functional data sequences
- Monitoring of functional time series
- Enhanced structural break detection in functional means
- Change point analysis for functional data using empirical characteristic functionals
- Monitoring panels of sparse functional data
- Prokhorov metric convergence of the partial sum process for reconstructed functional data
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