کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146087 1489689 2012 25 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Detecting changes in functional linear models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Detecting changes in functional linear models
چکیده انگلیسی

We observe two sequences of curves which are connected via an integral operator. Our model includes linear models as well as autoregressive models in Hilbert spaces. We wish to test the null hypothesis that the operator did not change during the observation period. Our method is based on projecting the observations onto a suitably chosen finite dimensional space. The testing procedure is based on functionals of the weighted residuals of the projections. Since the quadratic form is based on estimating the long-term covariance matrix of the residuals, we also provide some results on Bartlett-type estimators.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 111, October 2012, Pages 310–334
نویسندگان
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