A Scale‐space Approach for Detecting Non‐stationarities in Time Series
DOI10.1111/J.1467-9469.2006.00556.XzbMATH Open1164.62050OpenAlexW2084236193MaRDI QIDQ3608255FDOQ3608255
Authors: Sigrunn H. Sørbye, Fred Godtliebsen, Lena Ringstad Olsen 
Publication date: 28 February 2009
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2006.00556.x
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- scientific article; zbMATH DE number 3936310
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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Cited In (14)
- Scaled Largest Eigenvalue Detection for Stationary Time-Series
- Visualization and inference based on wavelet coefficients, SiZer and SiNos
- Modelling time series when mean and variability both change
- Detecting departures from meta-ellipticity for multivariate stationary time series
- Title not available (Why is that?)
- A new approach for detecting gradual changes in non-stationary time series with seasonal effects
- A multi-scale approach for testing and detecting peaks in time series
- Time series analysis based on running Mann-Whitney \(Z\) statistics
- Scale space methods for analysis of type 2 diabetes patients' blood glucose values
- 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
- A New Nonstationarity Detector
- Metrics for SiZer map comparison
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