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Detecting changes in Hilbert space data based on "repeated" and
  change-aligned principal components
v1v2 (latest)

Detecting changes in Hilbert space data based on "repeated" and change-aligned principal components

24 September 2015
Leonid Torgovitski
ArXiv (abs)PDFHTML

Papers citing "Detecting changes in Hilbert space data based on "repeated" and change-aligned principal components"

2 / 2 papers shown
Title
Stopping time detection of wood panel compression: A functional time
  series approach
Stopping time detection of wood panel compression: A functional time series approach
H. Shang
Jiguo Cao
Peijun Sang
36
5
0
27 Apr 2022
A plug-in bandwidth selection procedure for long run covariance
  estimation with stationary functional time series
A plug-in bandwidth selection procedure for long run covariance estimation with stationary functional time series
Gregory Rice
H. Shang
44
66
0
10 Apr 2016
1