Inference for structural changes in nonstationary functional time series with partial measurement error
Authors
Research Topics
Paper Information
-
Journal:
Journal of the Royal Statistical Society Series B -
DOI:
10.1093/jrsssb/qkag072 -
Published:
May 19, 2026 -
Added to Tracker:
May 20, 2026
Abstract
Abstract We study the problem of detecting and localizing change points for a general class of locally stationary functional time series. To accommodate the nonstationarity and other possible complex features, such as discontinuous trajectories, and heterogeneous partial measurement error of contemporary functional data, we propose methods that do not rest on the preprocessing techniques of presmoothing and dimension-reduction, which would be less accurate without the assumptions of stationarity and continuous trajectories. For detecting changes, we propose a bootstrap-assisted test for structural breaks among all mean trajectories, which is asymptotically correct and can detect local alternatives of n−1/2. For localizing changes, we develop practical and consistent algorithms for estimating single and multiple change points, which further enable the estimation of mean trajectories. To establish the theoretical properties of our approaches, we develop a new backward martingale difference inequality and a functional Burkholder inequality for nonstationary functional time series, which can be of independent interest. The effectiveness of our approach is demonstrated through extensive simulation studies and real data analyses. The proposed algorithms in this article are available in the R package fcpseed.
Author Details
Weichi Wu
AuthorLujia Bai
AuthorQirui Hu
AuthorResearch Topics & Keywords
Time Series
Research AreaCitation Information
APA Format
Weichi Wu
,
Lujia Bai
&
Qirui Hu
(2026)
.
Inference for structural changes in nonstationary functional time series with partial measurement error.
Journal of the Royal Statistical Society Series B
, 10.1093/jrsssb/qkag072.
BibTeX Format
@article{paper1194,
title = { Inference for structural changes in nonstationary functional time series with partial measurement error },
author = {
Weichi Wu
and Lujia Bai
and Qirui Hu
},
journal = { Journal of the Royal Statistical Society Series B },
year = { 2026 },
doi = { 10.1093/jrsssb/qkag072 },
url = { https://doi.org/10.1093/jrsssb/qkag072 }
}