Detecting changes in mean in the presence of time-varying autocovariance (Q6541760)

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Detecting changes in mean in the presence of time-varying autocovariance

scientific article; zbMATH DE number 7851291

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English	Detecting changes in mean in the presence of time-varying autocovariance	scientific article; zbMATH DE number 7851291

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instance of

scholarly article

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title

Detecting changes in mean in the presence of time-varying autocovariance (English)

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21 May 2024

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zbMATH Keywords

TOPICS

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signal processing

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statistical modelling

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time series

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wavelets

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MaRDI profile type

MaRDI publication profile

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cites work

Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features

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Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications

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A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process

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Q4348180

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Multiscale change point detection for dependent data

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Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach

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Multiscale change point inference. With discussion and authors' reply

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Tail-greedy bottom-up data decompositions and fast multiple change-point detection

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Haar–Fisz Estimation of Evolutionary Wavelet Spectra

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Multiple Change-Point Estimation With a Total Variation Penalty

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Inference for single and multiple change-points in time series

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A wavelet-based approach for detecting changes in second order structure within nonstationary time series

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Optimal detection of changepoints with a linear computational cost

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Change-point in the mean of dependent observations

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Detection of multiple changes in a sequence of dependent variables

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Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection

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Wavelet methods in statistics with R

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A test for second-order stationarity and approximate confidence intervals for localized autocovariances for locally stationary time series

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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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CONTINUOUS INSPECTION SCHEMES

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A test for a change in a parameter occurring at an unknown point

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Nuisance-parameter-free changepoint detection in non-stationary series

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Positive definite estimators of large covariance matrices

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Estimating linear dependence between nonstationary time series using the locally stationary wavelet model

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A Cluster Analysis Method for Grouping Means in the Analysis of Variance

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Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach

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Locally adaptive estimation of evolutionary wavelet spectra

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Q3948492

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A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data

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copyright license

Creative Commons Attribution 4.0 International

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Identifiers

Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6541760