Detecting Change Points by Fourier Analysis

DOI10.2307/1270084MaRDI QIDQ3796538zbMATH OpenOpenAlexFDO

Authors

Publication date 1988

Full work available at URL https://doi.org/10.2307/1270084

zbMATH Keywords

analysis of change-point datacumulative sumFourier analysisorthogonal componentsrank statisticsmooth CUSUM

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics (62P99)

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Cited in

(8)

• Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
• Nonparametric monitoring of financial time series by jump-preserving control charts
• Detecting a change in the intercept in multiple regression
• Kernel estimation of discontinuous regression functions
• A change-point estimator using local Fourier series
• Detecting Abrupt Changes by Wavelet Methods
• A CUSUM procedure to detect deviations from uniformity in angular data
• Finding multiple abrupt change points

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