Related papers: Functional Sieve Bootstrap for the Partial Sum Pro…
In this paper, two tests, based on CUSUM of the residuals and least squares estimation, are studied to detect in real time a change-point in a nonlinear model. A first test statistic is proposed by extension of a method already used in the…
A novel generative site-specific beamforming (GenSSBF) approach, termed fast beam-brainstorm (F-BBS), is proposed to address the practical bottlenecks of slow beam generation and fixed channel probing lengths in existing GenSSBF. To…
We study subsampling estimators for the limit variance \[ \sigma^2=Var(X_1)+2 \sum_{k=2}^\infty Cov(X_1,X_k) \] of partial sums of a stationary stochastic process $(X_k)_{k\geq 1}$. We establish $L_2$-consistency of a non-overlapping block…
We propose a Bayesian approach to detect multiple change-points in a piecewise-constant signal corrupted by a functional part corresponding to environmental or experimental disturbances. The piecewise constant part (also called segmentation…
In this paper we study the validity and efficiency of a conformal version of the CUSUM procedure for change detection both experimentally and theoretically.
Fr\'echet means on non-Euclidean spaces may exhibit nonstandard asymptotic rates rendering quantile-based asymptotic inference inapplicable. We show here that this affects, among others, all circular distributions whose support exceeds a…
The aim of sequential change-point detection is to issue an alarm when it is thought that certain probabilistic properties of the monitored observations have changed. This work is concerned with nonparametric, closed-end testing procedures…
We propose a novel method for testing the null hypothesis of no effect of a covariate on the response in the context of functional linear concurrent regression. We establish an equivalent random effects formulation of our functional…
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…
Multivariate locally stationary functional time series provide a flexible framework for modeling complex data structures exhibiting both temporal and spatial dependencies while allowing for time-varying data generating mechanism. In this…
This paper proposes a moving sum methodology for detecting multiple change points in high-dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We…
Asymptotic inference using functional principal component regression (FPCR) has long been considered difficult, largely because, upon any scalar scaling, the FPCR estimator fails to satisfy a central limit theorem, leading to the prevailing…
This paper investigates the accuracy of bootstrap-based inference in the case of long memory fractionally integrated processes. The re-sampling method is based on the semi-parametric sieve approach, whereby the dynamics in the process used…
We introduce a new Levy fluctuation theoretic method to analyze the cumulative sum (CUSUM) procedure in sequential change-point detection. When observations are phase-type distributed and the post-change distribution is given by exponential…
In this paper we develop statistical inference tools for high dimensional functional time series. We introduce a new concept of physical dependent processes in the space of square integrable functions, which adopts the idea of basis…
Detecting damage in critical structures using monitored data is a fundamental task of structural health monitoring, which is extremely important for maintaining structures' safety and life-cycle management. Based on statistical pattern…
We consider marked empirical processes indexed by a randomly projected functional covariate to construct goodness-of-fit tests for the functional linear model with scalar response. The test statistics are built from continuous functionals…
One of the most widely applied unit root test, Phillips-Perron test, enjoys in general highpowers, but suffers from size distortions when moving average noise exists. As a remedy, thispaper proposes a nonparametric bootstrap unit root test…
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 empirical projection approach via a principal component…
This paper deals with phase II, univariate, statistical process control when a set of in-control data is available, and when both the in-control and out-of-control distributions of the process are unknown. Existing process control…