| Autor: |
Sharipov, Olimjon, Tewes, Johannes, Wendler, Martin |
| Rok vydání: |
2014 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
A new test for structural changes in functional data is investigated. It is based on Hilbert space theory and critical values are deduced from bootstrap iterations. Thus a new functional central limit theorem for the block bootstrap in a Hilbert space is required. The test can also be used to detect changes in the marginal distribution of random vectors, which is supplemented by a simulation study. Our methods are applied to hydrological data from Germany. |
| Databáze: |
arXiv |
| Externí odkaz: |
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