Detecting structural breaks in eigensystems of functional time series

DOI10.1214/20-EJS1796zbMath1471.62558arXiv1911.07580MaRDI QIDQ2044328

Tim Kutta, Dette, Holger

Publication date: 9 August 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.07580

zbMATH Keywords

eigenvalueseigenfunctionsself-normalizationfunctional time seriesrelevant changes

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10) Applications of statistics to environmental and related topics (62P12) Eigenvalues, singular values, and eigenvectors (15A18) Asymptotic properties of parametric tests (62F05)

Related Items (4)

Quantifying deviations from separability in space-time functional processes ⋮ Consistency of binary segmentation for multiple change-point estimation with functional data ⋮ Change point analysis of covariance functions: a weighted cumulative sum approach ⋮ Statistical inference for the slope parameter in functional linear regression

Uses Software

• fda (R)

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