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math.ST2026
Fully Functional Weighted Testing for Abrupt and Gradual Location Changes in Functional Time Series
Claudia Kirch, Hedvika Ranošová, Martin Wendler
Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniqu…
math.ST2025
Functional Sieve Bootstrap for the Partial Sum Process with Application to Change-Point Detection
Efstathios Paparoditis, Lea Wegner, Martin Wendler
This paper applies the functional sieve bootstrap (FSB) to estimate the distribution of the partial sum process for time series stemming from a weakly stationary functional process…