Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction

DOI10.1111/rssb.12257zbMath1398.62152arXiv1511.04020OpenAlexW2583514401MaRDI QIDQ4962077

Ozan Sönmez, Gregory Rice, Alexander Aue

Publication date: 30 October 2018

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1511.04020

zbMATH Keywords

change point analysis structural breaks functional data functional time series functional principal components temperature data

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)

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