A new approach for detecting gradual changes in non-stationary time series with seasonal effects

DOI10.1007/S42952-020-00086-1MaRDI QIDQ2131997zbMATH OpenOpenAlexFDO

Authors Guebin Choi

Publication date 27 April 2022

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42952-020-00086-1

zbMATH Keywords

change point detectionnon-stationary time seriesgradual changestwo-stage filter

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Non-Markovian processes: hypothesis testing (62M07)

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Cites work

• Detecting gradual changes in locally stationary processes
• On the Absolute Continuity of Distributions of Functionals of Random Processes

Cited in

(2)

• Monitoring abrupt changes in satellite time series by seasonal confidence interval of regression residuals
• On the nearly nonstationary seasonal time series

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