Sequential block bootstrap in a Hilbert space with application to change
point analysis

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Sequential block bootstrap in a Hilbert space with application to change point analysis

1 December 2014

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Papers citing "Sequential block bootstrap in a Hilbert space with application to change point analysis"

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Title
Multiple change point detection in functional data with applications to biomechanical fatigue data Patrick Bastian Rupsa Basu Holger Dette 70 3 0 18 Dec 2023
Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series Degui Li Runze Li H. Shang 50 9 0 14 Apr 2023
Detecting relevant changes in the spatiotemporal mean function Holger Dette P. Quanz TTA 33 6 0 09 Mar 2022
Testing relevant hypotheses in functional time series via self-normalization Holger Dette K. Kokot S. Volgushev OOD 41 45 0 17 Sep 2018
Detecting deviations from second-order stationarity in locally stationary functional time series Axel Bücher Holger Dette Florian Heinrichs 59 17 0 13 Aug 2018
Nuisance Parameters Free Changepoint Detection in Non-stationary Series M. Pešta Martin Wendler 33 25 0 06 Aug 2018
Relevant change points in high dimensional time series Holger Dette Josua Gösmann 45 16 0 15 Apr 2017
Consistent change-point detection with kernels Damien Garreau Sylvain Arlot 85 79 0 14 Dec 2016
Sieve Bootstrap for Functional Time Series E. Paparoditis AI4TS 59 33 0 20 Sep 2016
Change-Point Detection and Bootstrap for Hilbert Space Valued Random Fields Béatrice Bucchia Martin Wendler 60 27 0 09 Nov 2015
Studentized U-quantile processes under dependence with applications to change-point analysis D. Vogel Martin Wendler 57 10 0 13 Mar 2015
On the asymptotic normality of kernel estimators of the long run covariance of functional time series I. Berkes Lajos Horváth Gregory Rice 85 23 0 02 Mar 2015