Testing the structural stability of temporally dependent functional observations and application to climate projections
نویسندگان
چکیده
منابع مشابه
Testing the structural stability of temporally dependent functional observations and application to climate projectionsT1
Abstract: We develop a self-normalization (SN) based test to test the structural stability of temporally dependent functional observations. Testing for a change point in the mean of functional data has been studied in Berkes, Gabrys, Horváth and Kokoszka [4], but their test was developed under the independence assumption. In many applications, functional observations are expected to be dependen...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2011
ISSN: 1935-7524
DOI: 10.1214/11-ejs655