7 citations · 12 across the 4 of their papers we have counts for
4 papers
Detecting changes in Hilbert space data based on "repeated" and change-aligned principal components
Leonid Torgovitski
We study a CUSUM (cumulative sums) procedure for the detection of changes in the means of weakly dependent time series within an abstract Hilbert space framework. We use an empiric…
Algorithm for overlapping estimation of common change-sets in spatial data of fixed size
Leonid Torgovitski
We propose a flexible class of estimates for "common change in the mean" sets in spatio-temporal data. We rely on a scan type approach by subdividing the spatial observations into…
Panel data segmentation under finite time horizon
Leonid Torgovitski
We study the nonparametric change point estimation for common changes in the means of panel data. The consistency of estimates is investigated when the number of panels tends to in…
A Darling-Erdős-type CUSUM-procedure for functional data II
Leonid Torgovitski
This article considers testing for mean-level shifts in functional data. The class of the famous Darling-Erdős-type cumulative sums (CUSUM) procedures is extended to functional tim…