Pages that link to "Item:Q432320"
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The following pages link to Detecting and estimating changes in dependent functional data (Q432320):
Displaying 45 items.
- Epidemic change tests for the mean of innovations of an AR(1) process (Q273782) (← links)
- An introduction to functional data analysis and a principal component approach for testing the equality of mean curves (Q496981) (← links)
- Change-point detection and bootstrap for Hilbert space valued random fields (Q512034) (← links)
- Detecting deviations from second-order stationarity in locally stationary functional time series (Q778883) (← links)
- Bayesian change point detection for functional data (Q830722) (← links)
- Long-run variance estimation for spatial data under change-point alternatives (Q894795) (← links)
- Estimation of a change-point in the mean function of functional data (Q1036788) (← links)
- High dimensional efficiency with applications to change point tests (Q1642675) (← 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)
- Testing the structural stability of temporally dependent functional observations and application to climate projections (Q1952249) (← links)
- Detecting structural breaks in eigensystems of functional time series (Q2044328) (← links)
- Change point analysis of covariance functions: a weighted cumulative sum approach (Q2078538) (← links)
- Statistical inference for the slope parameter in functional linear regression (Q2106789) (← 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)
- A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing (Q2214256) (← links)
- Consistency of binary segmentation for multiple change-point estimation with functional data (Q2244547) (← links)
- A Darling-Erdős-type CUSUM-procedure for functional data (Q2256595) (← links)
- Identifying multiple changes for a functional data sequence with application to freeway traffic segmentation (Q2281194) (← links)
- Testing for epidemic changes in the mean of a multiparameter stochastic process (Q2453616) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Comments on: ``Extensions of some classical methods in change point analysis'' (Q2513926) (← links)
- Rejoinder on: ``Extensions of some classical methods in change point analysis'' (Q2513927) (← links)
- Epidemic change-point detection in general causal time series (Q2667625) (← links)
- Pivotal tests for relevant differences in the second order dynamics of functional time series (Q2676920) (← links)
- Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series (Q5237526) (← links)
- A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series (Q5283412) (← links)
- Detection of Change in the Spatiotemporal Mean Function (Q5378154) (← 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)
- Detecting relevant changes in the spatiotemporal mean function (Q6176936) (← links)
- Testing Stability in Functional Event Observations with an Application to IPO Performance (Q6190737) (← links)
- Epidemic change-point detection in general integer-valued time series (Q6571998) (← links)
- Hierarchical Spatio-Temporal Change-Point Detection (Q6585601) (← links)
- Symmetrisation of a class of two-sample tests by mutually considering depth ranks including functional spaces (Q6595789) (← 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)
- Changepoint analysis of Klementinum temperature series (Q6626114) (← links)
- Scalable multiple changepoint detection for functional data sequences (Q6626426) (← links)
- Elastic functional changepoint detection of climate impacts from localized sources (Q6626636) (← links)
- Robust change-point detection for functional time series based on \(U\)-statistics and dependent wild bootstrap (Q6640108) (← links)
- Test of change point versus long-range dependence in functional time series (Q6641042) (← links)
