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Detecting and dating structural breaks in functional data without dimension reduction

Citations

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Cited by:

  1. Han Lin Shang & Jiguo Cao & Peijun Sang, 2022. "Stopping time detection of wood panel compression: A functional time‐series approach," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 71(5), pages 1205-1224, November.
  2. Cho, Haeran & Kirch, Claudia, 2024. "Data segmentation algorithms: Univariate mean change and beyond," Econometrics and Statistics, Elsevier, vol. 30(C), pages 76-95.
  3. Chen, Yichao & Pun, Chi Seng, 2019. "A bootstrap-based KPSS test for functional time series," Journal of Multivariate Analysis, Elsevier, vol. 174(C).
  4. Mengchen Wang & Trevor Harris & Bo Li, 2023. "Asynchronous Changepoint Estimation for Spatially Correlated Functional Time Series," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 28(1), pages 157-176, March.
  5. Andersen, Torben G. & Tan, Yingwen & Todorov, Viktor & Zhang, Zhiyuan, 2025. "On-line detection of changes in the shape of intraday volatility curves," Journal of Econometrics, Elsevier, vol. 252(PA).
  6. Lea Wegner & Martin Wendler, 2024. "Robust change-point detection for functional time series based on U-statistics and dependent wild bootstrap," Statistical Papers, Springer, vol. 65(7), pages 4767-4810, September.
  7. Natalie Neumeyer & Leonie Selk, 2025. "Testing for changes in the error distribution in functional linear models," Statistical Papers, Springer, vol. 66(2), pages 1-17, February.
  8. Lee, Sangyeol & Meintanis, Simos G. & Pretorius, Charl, 2022. "Monitoring procedures for strict stationarity based on the multivariate characteristic function," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  9. Stoehr, Christina & Aston, John A D & Kirch, Claudia, 2021. "Detecting changes in the covariance structure of functional time series with application to fMRI data," Econometrics and Statistics, Elsevier, vol. 18(C), pages 44-62.
  10. Casini, Alessandro & Perron, Pierre, 2024. "Change-point analysis of time series with evolutionary spectra," Journal of Econometrics, Elsevier, vol. 242(2).
  11. Franke, Jürgen & Hefter, Mario & Herzwurm, André & Ritter, Klaus & Schwaar, Stefanie, 2022. "Adaptive quantile computation for Brownian bridge in change-point analysis," Computational Statistics & Data Analysis, Elsevier, vol. 167(C).
  12. Tadas Danielius & Alfredas Račkauskas, 2022. "Multiple Change-Point Detection in a Functional Sample via the 𝒢-Sum Process," Mathematics, MDPI, vol. 10(13), pages 1-27, June.
  13. Rice, Gregory & Zhang, Chi, 2022. "Consistency of binary segmentation for multiple change-point estimation with functional data," Statistics & Probability Letters, Elsevier, vol. 180(C).
  14. Sun, Jiajing & Hong, Yongmiao & Lin, Zhuo & Xu, Weichao, 2025. "Structural stability of functional data — A new adjusted-range-based self-normalization approach," Economics Letters, Elsevier, vol. 253(C).
  15. Horváth, Lajos & Rice, Gregory & Zhao, Yuqian, 2022. "Change point analysis of covariance functions: A weighted cumulative sum approach," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  16. Torben G. Andersen & Yingwen Tan & Viktor Todorov & Zhiyuan Zhang, 2025. "Testing mean stationarity of intraday volatility curves," Quantitative Economics, Econometric Society, vol. 16(3), pages 1059-1091, July.
  17. B. Cooper Boniece & Lajos Horv'ath & Lorenzo Trapani, 2023. "On changepoint detection in functional data using empirical energy distance," Papers 2310.04853, arXiv.org.
  18. Trevor Harris & Bo Li & J. Derek Tucker, 2022. "Scalable multiple changepoint detection for functional data sequences," Environmetrics, John Wiley & Sons, Ltd., vol. 33(2), March.
  19. Holger Dette & Kevin Kokot, 2022. "Detecting relevant differences in the covariance operators of functional time series: a sup-norm approach," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(2), pages 195-231, April.
  20. Hu, Qirui, 2024. "Change point analysis of functional variance function with stationary error," Journal of Multivariate Analysis, Elsevier, vol. 202(C).
  21. Xu, Haotian & Wang, Daren & Zhao, Zifeng & Yu, Yi, 2022. "Change point inference in high-dimensional regression models under temporal dependence," LIDAM Discussion Papers ISBA 2022027, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  22. Holger Dette & Pascal Quanz, 2023. "Detecting relevant changes in the spatiotemporal mean function," Journal of Time Series Analysis, Wiley Blackwell, vol. 44(5-6), pages 505-532, September.
  23. Kokoszka, Piotr & Kutta, Tim & Mohammadi, Neda & Wang, Haonan & Wang, Shixuan, 2024. "Detection of a structural break in intraday volatility pattern," Stochastic Processes and their Applications, Elsevier, vol. 176(C).
  24. Qing Yang & Yu-Ning Li & Yi Zhang, 2020. "Change point detection for nonparametric regression under strongly mixing process," Statistical Papers, Springer, vol. 61(4), pages 1465-1506, August.
  25. Jialiang Li & Yaguang Li & Tailen Hsing, 2022. "On functional processes with multiple discontinuities," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 933-972, July.
  26. Boniece, B. Cooper & Horváth, Lajos & Trapani, Lorenzo, 2025. "On changepoint detection in functional data using empirical energy distance," Journal of Econometrics, Elsevier, vol. 250(C).
  27. Changryong Baek & Piotr Kokoszka & Xiangdong Meng, 2024. "Test of change point versus long‐range dependence in functional time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 45(4), pages 497-512, July.
  28. Han Lin Shang & Yang Yang, 2025. "Nonstationary Functional Time Series Forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(4), pages 1347-1362, July.
  29. J. Derek Tucker & Drew Yarger, 2024. "Elastic functional changepoint detection of climate impacts from localized sources," Environmetrics, John Wiley & Sons, Ltd., vol. 35(1), February.
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