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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. doi:10.1016/j.jmva.2012.03.006

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Official URL: http://dx.doi.org/10.1016/j.jmva.2012.03.006

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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 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:
DateEvent
August 2012Published
Volume: Vol.109
Page Range: pp. 204-220
DOI: 10.1016/j.jmva.2012.03.006
Status: Peer Reviewed
Publication Status: Published
Access rights to Published version: Restricted or Subscription Access

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