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- Alexander Aue, Robertas Gabrys, Lajos Horváth, Piotr Kokoszka
- J. Multivariate Analysis
- 2009

The paper develops a comprehensive asymptotic theory for the estimation of a change– point in the mean function of functional observations. We consider both the case of a constant change size, and the case of a change whose size approaches zero, as the sample size tends to infinity. We show how the limit distribution of a suitably defined change– point… (More)

The paper proposes two inferential tests for error correlation in the functional linear model, which complement the available graphical goodness-of-fit checks. To construct them, finite dimensional residuals are computed in two different ways, and then their autocorrelations are suitably defined. From these autocorrelation matrices, two quadratic forms are… (More)

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