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Detecting and estimating changes in dependent functional data
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Aston, John A. D. and Kirch, Claudia. (2012) Detecting and estimating changes in dependent functional data. Journal of Multivariate Analysis, Vol.109 . pp. 204-220. ISSN 0047259X
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Official URL: http://dx.doi.org/10.1016/j.jmva.2012.03.006
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 are investigated. © 2012 Elsevier Inc.
| Item Type: | Journal Article | ||||
|---|---|---|---|---|---|
| Subjects: | H Social Sciences > HA Statistics | ||||
| Divisions: | Faculty of Science > Statistics | ||||
| Journal or Publication Title: | Journal of Multivariate Analysis | ||||
| Publisher: | Academic Press | ||||
| ISSN: | 0047259X | ||||
| Official Date: | August 2012 | ||||
| Dates: |
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| Volume: | Vol.109 | ||||
| Page Range: | pp. 204-220 | ||||
| Identification Number: | 10.1016/j.jmva.2012.03.006 | ||||
| Status: | Peer Reviewed | ||||
| Publication Status: | Published | ||||
| Access rights to Published version: | Restricted or Subscription Access | ||||
| URI: | http://wrap.warwick.ac.uk/id/eprint/49412 |
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