AbstractThe paper develops a comprehensive asymptotic theory for the estimation of a change-point in the mean function of functional observations. We consider both the case of a constant change size, and the case of a change whose size approaches zero, as the sample size tends to infinity. We show how the limit distribution of a suitably defined change-point estimator depends on the size and location of the change. The theoretical insights are confirmed by a simulation study which illustrates the behavior of the estimator in finite samples
This paper concerns about the limiting distributions of change point estimators, in a high- dimensio...
Change-point detection in sequences of functional data is examined where the functional observation...
This paper concerns about the limiting distributions of change point estimators, in a high- dimensio...
This thesis is focussed on two areas of statistics, change-point analysis and functional data analys...
This thesis studied the change point problem under the contiguous setup. Specifically when the amoun...
dissertationThis dissertation aims to develop statistical methods for change point detection in func...
We develop and study change point detection and estimation procedures for the covariance kernel of f...
Change point detection in sequences of functional data is examined where the functional observation...
We develop and study change point detection and estimation procedures for the covariance kernel of f...
We study the problem of change-point detection and localisation for functional data sequentially obs...
We consider an estimator of the change-point of a stochastic process satisfying some weak invariance...
In this paper, we demonstrate the power of functional data models for a statistical analysis of stim...
This thesis is focussed on two areas of statistics, change-point analysis and functional data analys...
We study the problem of change-point detection and localisation for functional data sequentially obs...
This paper concerns about the limiting distributions of change point estimators, in a high- dimensio...
This paper concerns about the limiting distributions of change point estimators, in a high- dimensio...
Change-point detection in sequences of functional data is examined where the functional observation...
This paper concerns about the limiting distributions of change point estimators, in a high- dimensio...
This thesis is focussed on two areas of statistics, change-point analysis and functional data analys...
This thesis studied the change point problem under the contiguous setup. Specifically when the amoun...
dissertationThis dissertation aims to develop statistical methods for change point detection in func...
We develop and study change point detection and estimation procedures for the covariance kernel of f...
Change point detection in sequences of functional data is examined where the functional observation...
We develop and study change point detection and estimation procedures for the covariance kernel of f...
We study the problem of change-point detection and localisation for functional data sequentially obs...
We consider an estimator of the change-point of a stochastic process satisfying some weak invariance...
In this paper, we demonstrate the power of functional data models for a statistical analysis of stim...
This thesis is focussed on two areas of statistics, change-point analysis and functional data analys...
We study the problem of change-point detection and localisation for functional data sequentially obs...
This paper concerns about the limiting distributions of change point estimators, in a high- dimensio...
This paper concerns about the limiting distributions of change point estimators, in a high- dimensio...
Change-point detection in sequences of functional data is examined where the functional observation...
This paper concerns about the limiting distributions of change point estimators, in a high- dimensio...