A Scale‐space Approach for Detecting Non‐stationarities in Time Series
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Publication:3608255
Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Graphical methods in statistics (62A09) Approximations to statistical distributions (nonasymptotic) (62E17) Nonparametric inference (62G99) Estimation and detection in stochastic control theory (93E10)
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Cites work
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Cited in
(15)- Detecting departures from meta-ellipticity for multivariate stationary time series
- Scale space methods for analysis of type 2 diabetes patients' blood glucose values
- Sensitivity of principal components to system changes in the presence of non-stationarity
- A multi-scale approach for testing and detecting peaks in time series
- Theoretical investigation of an exploratory approach for log-density in scale-space
- Statistical Scale Space Methods
- Nonparametric estimation of single-index models in scale-space
- Time series analysis based on running Mann-Whitney \(Z\) statistics
- Visualization and inference based on wavelet coefficients, SiZer and SiNos
- scientific article; zbMATH DE number 5227819 (Why is no real title available?)
- Metrics for SiZer map comparison
- A New Nonstationarity Detector
- A new approach for detecting gradual changes in non-stationary time series with seasonal effects
- Scaled Largest Eigenvalue Detection for Stationary Time-Series
- Modelling time series when mean and variability both change
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