Sequential block bootstrap in a Hilbert space with application to change   point analysis
  A new test for structural changes in functional data is investigated. It is based on Hilbert space theory and critical values are deduced from bootstrap iterations. Thus a new functional central limit theorem for the block bootstrap in a Hilbert space is required. The test can also be used to detect changes in the marginal distribution of random vectors, which is supplemented by a simulation study. Our methods are applied to hydrological data from Germany. 
Olimjon Sharipov, Johannes Tewes, Martin Wendler
math.ST stat.TH