Pages that link to "Item:Q1036788"

The following pages link to Estimation of a change-point in the mean function of functional data (Q1036788):

Displaying 38 items.

• Testing for a change in covariance operator (Q394564) (← links)
• Detecting and estimating changes in dependent functional data (Q432320) (← links)
• Change-point analysis in increasing dimension (Q444964) (← links)
• Optimal estimation of the mean function based on discretely sampled functional data: phase transition (Q661158) (← links)
• Asymptotic distribution of the jump change-point estimator (Q692763) (← links)
• Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
• Bayesian change point detection for functional data (Q830722) (← links)
• Time series regression with persistent level shifts (Q889016) (← links)
• Maximum likelihood ratio test for the stability of sequence of Gaussian random processes (Q901605) (← links)
• High dimensional efficiency with applications to change point tests (Q1642675) (← links)
• Locally stationary functional time series (Q1697469) (← links)
• A more powerful test identifying the change in mean of functional data (Q1753977) (← links)
• Evaluating stationarity via change-point alternatives with applications to fMRI data (Q1940029) (← links)
• Dependent functional data (Q1952694) (← links)
• Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
• On functional data analysis and related topics (Q2078520) (← links)
• Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
• Anomaly detection: a functional analysis perspective (Q2078552) (← links)
• A robust bootstrap change point test for high-dimensional location parameter (Q2136637) (← links)
• Functional data analysis in the Banach space of continuous functions (Q2196214) (← links)
• Consistency of binary segmentation for multiple change-point estimation with functional data (Q2244547) (← links)
• Inferential procedures for partially observed functional data (Q2274966) (← links)
• Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation (Q2281194) (← links)
• Structural breaks in time series (Q2852477) (← links)
• A nonparametric test for stationarity in functional time series (Q5155192) (← links)
• Sequential block bootstrap in a Hilbert space with application to change point analysis (Q5507360) (← links)
• Asynchronous changepoint estimation for spatially correlated functional time series (Q6045990) (← links)
• Break point detection for functional covariance (Q6073412) (← links)
• ON MULTIPLE STRUCTURAL BREAKS IN DISTRIBUTION: AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH (Q6156585) (← links)
• Change-point inference in high-dimensional regression models under temporal dependence (Q6608677) (← links)
• Detection of a structural break in intraday volatility pattern (Q6615474) (← links)
• Detection and estimation of structural breaks in high-dimensional functional time series (Q6621544) (← links)
• A permutation approach to the analysis of spatiotemporal geochemical data in the presence of heteroscedasticity (Q6626154) (← links)
• Scalable multiple changepoint detection for functional data sequences (Q6626426) (← links)
• Elastic functional changepoint detection of climate impacts from localized sources (Q6626636) (← links)
• Test of change point versus long-range dependence in functional time series (Q6641042) (← links)
• Multiple change-point detection for regression curves (Q6642540) (← links)
• Multiple change point detection in functional data with applications to biomechanical fatigue data (Q6665498) (← links)