Detecting changes in Hilbert space data based on "repeated" and change-aligned principal components

24 September 2015

Papers citing "Detecting changes in Hilbert space data based on "repeated" and change-aligned principal components"

7 / 7 papers shown

Title
On the asymptotic normality of kernel estimators of the long run covariance of functional time series I. Berkes Lajos Horváth Gregory Rice 79 23 0 02 Mar 2015
Efficiency of change point tests in high dimensional settings J. Aston Claudia Kirch 67 15 0 05 Sep 2014
Functional Data Analysis with Increasing Number of Projections Stefan Fremdt Lajos Horváth P. Kokoszka J. Steinebach 72 47 0 25 Feb 2013
Dynamic Functional Principal Component Siegfried Hormann Łukasz Kidziński Marc Hallin 101 202 0 26 Oct 2012
Estimation of the mean of functional time series and a two sample problem Lajos Horváth P. Kokoszka Ron Reeder 68 177 0 29 Apr 2011
Weakly dependent functional data Siegfried Hormann P. Kokoszka 76 362 0 05 Oct 2010
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 204 364 0 19 Nov 2009