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Detecting abrupt changes in a piecewise locally stationary time series · Study

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ArticleDetecting abrupt changes in a piecewise locally stationary time series

Michael Last2007

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Articlebronze2007

Detecting abrupt changes in a piecewise locally stationary time series

Michael Last · Robert H. Shumway

36 citations·0/0 files stored·Journal of Multivariate Analysis

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Advanced Statistical Process Monitoring Statistical Methods and Inference Time Series Analysis and Forecasting

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2013Multiple-Change-Point Detection for Auto-Regressive Conditional Heteroscedastic Processes 2017Optimal change point detection in Gaussian processes 2017A Dirichlet Process Gaussian State Machine Model for Change Detection in Transient Processes 2018A Doubly Stochastic Change Point Detection Algorithm for Noisy Biological Signals 2018Nonparametric change point detection in multivariate piecewise stationary time series 2024Change-point analysis of time series with evolutionary spectra

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Year2007

Typearticle

Published2007-07-02

VenueJournal of Multivariate Analysis

ISSN-L0047-259X

Languageen

Citations36

Files0 public / 0

ShelfAdvanced Statistical Process Monitoring

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doi10.1016/j.jmva.2007.06.010

openalex_workW2004406274

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