Detecting and estimating changes in dependent functional data
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References listed on IDEAS
- Aue, Alexander & Gabrys, Robertas & Horváth, Lajos & Kokoszka, Piotr, 2009. "Estimation of a change-point in the mean function of functional data," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2254-2269, November.
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- John Aston, 2014. "Comments on: Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, pages 256-257.
- Markevičiūtė, J., 2016. "Epidemic change tests for the mean of innovations of an AR(1) process," Statistics & Probability Letters, Elsevier, pages 79-91.
- Bucchia, Béatrice & Wendler, Martin, 2017. "Change-point detection and bootstrap for Hilbert space valued random fields," Journal of Multivariate Analysis, Elsevier, pages 344-368.
More about this item
KeywordsChange point test; Change point estimator; Epidemic change; Functional data; Dimension reduction; Power analysis;
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