Jump-preserving monitoring of dependent time series using pilot estimators

DOI10.1524/STND.21.4.343.25348MaRDI QIDQ4469998zbMATH OpenOpenAlexFDO

Authors Ansgar Steland

Publication date 22 June 2004

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/49342, http://www.extenza-eps.com/extenza/loadHTML?objectIDValue=25348&type=abstract

zbMATH Keywords

image processingquality controlstructural change

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Sequential statistical analysis (62L10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) Applications of statistics in engineering and industry; control charts (62P30)

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Cited in

(7)

• On the distribution of the clipping median under a mixture model
• Monitoring procedures to detect unit roots and stationarity
• Nonlinear image processing and filtering: a unified approach based on vertically weighted regression
• Vertically weighted averages in Hilbert spaces and applications to imaging: fixed-sample asymptotics and efficient sequential two-stage estimation
• Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
• On detecting jumps in time series: nonparametric setting
• Random Walks with Drift – A Sequential Approach

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