Aston, John A. D. and Kirch, Claudia (2011) Detecting and estimating epidemic changes in dependent functional data. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers).

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Abstract

Change point detection in sequences of functional data is examined where the functional observations are dependent. Of particular interest is the case where the change point is an epidemic change (a change occurs and then the observations return to baseline at a later time). The theoretical properties for various tests for at most one change and epidemic changes are derived with a special focus on power analysis. Estimators of the change point location are derived from the test statistics and theoretical properties investigated.

Item Type:	Working or Discussion Paper (Working Paper)
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science > Statistics
Library of Congress Subject Headings (LCSH):	Change-point problems
Series Name:	Working papers
Publisher:	University of Warwick. Centre for Research in Statistical Methodology
Place of Publication:	Coventry
Date:	2011
Volume:	Vol.2011
Number:	No.7
Number of Pages:	21
Status:	Not Peer Reviewed
Access rights to Published version:	Open Access
Funder:	Stifterverband für die Deutsche Wissenschaft, Claussen-Simon-trust, Engineering and Physical Sciences Research Council (EPSRC)
Grant number:	EP/H016856/1 (EPSRC)
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URI:	http://wrap.warwick.ac.uk/id/eprint/34877

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