Detecting and estimating changes in dependent functional data

DOI10.1016/j.jmva.2012.03.006zbMath1241.62121OpenAlexW2014002896MaRDI QIDQ432320

John A. D. Aston, Claudia Kirch

Publication date: 4 July 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.03.006

zbMATH Keywords

dimension reductionfunctional datachange point testepidemic changepower analysischange point estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Hypothesis testing in multivariate analysis (62H15)

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