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Detecting and estimating epidemic changes in dependent functional data
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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, Vol.2011 (No.7).
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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
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) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > 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 | ||||
Official Date: | 2011 | ||||
Dates: |
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Volume: | Vol.2011 | ||||
Number: | No.7 | ||||
Number of Pages: | 21 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 1 August 2016 | ||||
Date of first compliant Open Access: | 1 August 2016 | ||||
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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