research
∙
07/12/2022
Functional Spherical Autocorrelation: A Robust Estimate of the Autocorrelation of a Functional Time Series
We propose a new autocorrelation measure for functional time series that...
share
research
∙
05/04/2021
Estimating the conditional distribution in functional regression problems
We consider the problem of consistently estimating the conditional distr...
research
∙
10/06/2020
Limit results for L^p functionals of weighted CUSUM processes
The cumulative sum (CUSUM) process is often used in change point analysi...
research
∙
10/02/2020
Evaluating real-time probabilistic forecasts with application to National Basketball Association outcome prediction
Motivated by the goal of evaluating real-time forecasts of home team win...
research
∙
12/31/2019
Consistency of Binary Segmentation For Multiple Change-Points Estimation With Functional Data
For sequentially observed functional data exhibiting multiple change poi...
research
∙
09/13/2019
Two-sample tests for relevant differences in the eigenfunctions of covariance operators
This paper deals with two-sample tests for functional time series data, ...
research
∙
04/03/2019
A new class of change point test statistics of Rényi type
A new class of change point test statistics is proposed that utilizes a ...
research
∙
04/09/2018
Structural break analysis for spectrum and trace of covariance operators?
This paper deals with analyzing structural breaks in the covariance oper...
research
∙
03/26/2018
