Detecting changes in the mean of functional observations

• 成果类型: Article
• 署名作者: Berkes, Istvan; Gabrys, Robertas; Horvath, Lajos; Kokoszka, Piotr
• 署名单位: Utah System of Higher Education; Utah State University; Utah System of Higher Education; University of Utah; Graz University of Technology
• 刊物名称: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
• ISSN/ISSBN: 1369-7412
• DOI: 10.1111/j.1467-9868.2009.00713.x
• 发表日期: 2009
• 页码: 927-946
• 关键词: long-range dependence

摘要

Principal component analysis has become a fundamental tool of functional data analysis. It represents the functional data as X-i(t)=mu(t)+Sigma(1 < l