Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap
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Publication:6640108
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Cites work
- A Non-Parametric Approach to the Change-Point Problem
- A Nonparametric Method for the a Posteriori Detection of the “Disorder” Time of a Sequence of Independent Random Variables
- A note on conditional versus joint unconditional weak convergence in bootstrap consistency results
- A plug-in bandwidth selection procedure for long-run covariance estimation with stationary functional time series
- A robust bootstrap change point test for high-dimensional location parameter
- A robust method for shift detection in time series
- Change-point detection and bootstrap for Hilbert space valued random fields
- Change-point detection based on weighted two-sample U-statistics
- Change-point detection under dependence based on two-sample \(U\)-statistics
- Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices
- Convergence of U-processes in Hölder spaces with application to robust detection of a changed segment
- Dependent multiplier bootstraps for non-degenerate U-statistics under mixing conditions with applications
- Dependent wild bootstrap for degenerate U- and V-statistics
- Dependent wild bootstrap for the empirical process
- Detecting and dating structural breaks in functional data without dimension reduction
- Detecting and estimating changes in dependent functional data
- Detecting changes in the mean of functional observations
- Functional data analysis in the Banach space of continuous functions
- Functional data analysis with increasing number of projections
- scientific article; zbMATH DE number 4166333 (Why is no real title available?)
- Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Moment inequalities and the strong laws of large numbers
- Rates of convergence for U-statistic processes and their bootstrapped versions
- Rigorous statistical procedures for data from dynamical systems
- Sequential block bootstrap in a Hilbert space with application to change point analysis
- Some Limit Theorems for Random Functions. I
- Testing for changes in Kendall's tau
- Testing stationarity of functional time series
- Tests for high-dimensional data based on means, spatial signs and spatial ranks
- The dependent wild bootstrap
- Weakly dependent functional data
- When the data are functions
Cited in
(4)- M-procedures robust to structural changes detection under strong mixing heavy-tailed time series models
- An exponential inequality for Hilbert-valued U-statistics of i.i.d. data
- Functional sieve bootstrap for the partial sum process with an application to change-point detection
- Robust changepoint detection in the variability of multivariate functional data
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