Torgovitski, Leonid (2015). A Darling-Erdos-type CUSUM-procedure for functional data. Metrika, 78 (1). S. 1 - 28. HEIDELBERG: SPRINGER HEIDELBERG. ISSN 1435-926X
Full text not available from this repository.Abstract
The focus of the paper is nonparametric detection of changes in the mean of -dependent stationary functional data via a cumulative sum (CUSUM) procedure. We consider a projection-based quasi-maximum likelihood CUSUM-procedure which relies on a Darling-ErdAs-type limit theorem. Under mild moment assumptions we investigate the asymptotic properties under the null hypothesis and show consistency under the alternatives of either an abrupt or a gradual change in the mean. The finite sample behavior is illustrated in a small simulation study including an application to temperature data from Hohenpeienberg (Bavaria, Germany).
| Item Type: | Journal Article | ||||||||
| Creators: |
|
||||||||
| URN: | urn:nbn:de:hbz:38-418012 | ||||||||
| DOI: | 10.1007/s00184-014-0487-7 | ||||||||
| Journal or Publication Title: | Metrika | ||||||||
| Volume: | 78 | ||||||||
| Number: | 1 | ||||||||
| Page Range: | S. 1 - 28 | ||||||||
| Date: | 2015 | ||||||||
| Publisher: | SPRINGER HEIDELBERG | ||||||||
| Place of Publication: | HEIDELBERG | ||||||||
| ISSN: | 1435-926X | ||||||||
| Language: | English | ||||||||
| Faculty: | Unspecified | ||||||||
| Divisions: | Unspecified | ||||||||
| Subjects: | no entry | ||||||||
| Uncontrolled Keywords: |
|
||||||||
| URI: | http://kups.ub.uni-koeln.de/id/eprint/41801 |
Downloads
Downloads per month over past year
Altmetric
Export
Actions (login required)
 |
View Item |