Cover Image

Multiscale Change Point Detection for Functional Time Series

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kutta, Tim, Dette, Holger, Wang, Shixuan
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory 62R10, 62M10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Prokhorov Metric Convergence of the Partial Sum Process for Reconstructed Functional Data
by: Kutta, Tim, et al.
Published: (2025)

Sequential Outlier Detection in Non-Stationary Time Series
by: Heinrichs, Florian, et al.
Published: (2025)

TWIN: Two window inspection for online change point detection
by: Bastian, Patrick, et al.
Published: (2025)

Choosing the Right Norm for Change Point Detection in Functional Data
by: Bastian, Patrick
Published: (2025)

Multiscale detection of practically significant changes in a gradually varying time series
by: Bastian, Patrick, et al.
Published: (2025)

A Note on Local Linear Regression for Time Series in Banach Spaces
by: Heinrichs, Florian
Published: (2025)

Pivotal inference for linear predictions in stationary processes
by: Dette, Holger, et al.
Published: (2025)

Uniform confidence bands for joint angles across different fatigue phases
by: Bastian, Patrick, et al.
Published: (2025)

Self-Normalization for CUSUM-based Change Detection in Locally Stationary Time Series
by: Heinrichs, Florian
Published: (2025)

Identification-Robust Testing in Endogenous Functional Linear Regression with Weak or Irrelevant Auxiliary Variables
by: Seo, Won-Ki
Published: (2026)

Optimal break tests for large linear time series models
by: Gupta, Abhimanyu, et al.
Published: (2025)

Adaptive estimation of irregular mean and covariance functions
by: Golovkine, Steven, et al.
Published: (2021)

Adaptive functional principal components analysis
by: Wang, Sunny G. W., et al.
Published: (2023)

Generalized Stochastic Approximation of the Log-Likelihood Ratio for Robust Sequential Change-Point Detection
by: Zabolotnii, Serhii
Published: (2026)

Multivariate Functional Linear Discriminant Analysis for the Classification of Short Time Series with Missing Data
by: Bordoloi, Rahul, et al.
Published: (2024)

Forecasting High Dimensional Time Series with Dynamic Dimension Reduction
by: Peña, Daniel, et al.
Published: (2025)

Change-Point Analysis of Time Series with Evolutionary Spectra
by: Casini, Alessandro, et al.
Published: (2021)

Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change
by: Nam, Kyungsik, et al.
Published: (2025)

Testing for unspecified periodicities in binary time series
by: Schmidtke, Finn, et al.
Published: (2024)

Detecting practically significant dependencies in metric spaces via distance correlations
by: Dette, Holger, et al.
Published: (2024)

Residual spectrum: Brain functional connectivity detection beyond coherence
by: Goto, Yuichi, et al.
Published: (2023)

Testing for practically significant dependencies in high dimensions via bootstrapping maxima of U-statistics
by: Bastian, Patrick, et al.
Published: (2022)

Functional Periodic ARMA Processes
by: Kühnert, Sebastian, et al.
Published: (2025)

P3LS: Point Process Partial Least Squares
by: Namdari, Jamshid, et al.
Published: (2024)

Functional structural equation models with out-of-sample guarantees
by: Kennerberg, Philip, et al.
Published: (2025)

Hypothesis Testing for Functional Linear Models via Bootstrapping
by: Lin, Yinan, et al.
Published: (2021)

Nonparametric local polynomial regression for functional covariates
by: Jirak, Moritz, et al.
Published: (2025)

Tensor Time Series Imputation through Tensor Factor Modelling
by: Cen, Zetai, et al.
Published: (2024)

Nonparametric Vector Quantile Autoregression
by: González-Sanz, Alberto, et al.
Published: (2025)

Empirical study of periodic autoregressive models with additive noise -- estimation and testing
by: Żuławiński, Wojciech, et al.
Published: (2023)

Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes
by: Kühnert, Sebastian, et al.
Published: (2024)

Two step estimations via the Dantzig selector for models of stochastic processes with high-dimensional parameters
by: Fujimori, Kou, et al.
Published: (2024)

Estimation of the long-run variance of nonlinear time series with an application to change point analysis
by: Characiejus, Vaidotas, et al.
Published: (2024)

Anomaly Detection based on Markov Data: A Statistical Depth Approach
by: Fernández, Carlos, et al.
Published: (2024)

A Global Wavelet Based Bootstrapped Test of Covariance Stationarity
by: Hill, Jonathan B., et al.
Published: (2022)

Distributional Limit Theory for Optimal Transport
by: del Barrio, Eustasio, et al.
Published: (2025)

Topology-Driven Goodness-of-Fit Tests in Arbitrary Dimensions
by: Dłotko, Paweł, et al.
Published: (2022)

Maximal Ancillarity, Semiparametric Efficiency, and the Elimination of Nuisances
by: Hallin, Marc, et al.
Published: (2026)

Persistence-Based Statistics for Detecting Structural Changes in High-Dimensional Point Clouds
by: Nakayama, Toshiyuki
Published: (2025)

Inference for Functional Data under Markov Constraints
by: Naepels, Ulysse, et al.
Published: (2026)