Change-point detection and bootstrap for Hilbert space valued random fields.

Béatrice Bucchia Martin Wendler

Published in: J. Multivar. Anal. (2017)

Keyphrases

random fields
hilbert space
change point detection
non stationary
von neumann
multivariate time series
autoregressive
finite dimensional
cross validation
conditional random fields
scale spaces
kernel function
outlier detection
maximum entropy
markov random field
parameter estimation
convex sets
model selection