Detecting Change Points by Fourier Analysis

DOI10.2307/1270084zbMath0651.62023OpenAlexW2036751221MaRDI QIDQ3796538

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Publication date: 1988

Full work available at URL: https://doi.org/10.2307/1270084

zbMATH Keywords

Fourier analysisrank statisticcumulative sumorthogonal componentsanalysis of change-point datasmooth CUSUM

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics (62P99)

Related Items (8)

Estimation of regression functions with a discontinuity in a derivative with local polynomial fits ⋮ Detecting a change in the intercept in multiple regression ⋮ Detecting Abrupt Changes by Wavelet Methods ⋮ A cusum procedure to detect deviations from uniformity in angular data ⋮ Kernel estimation of discontinuous regression functions ⋮ Finding multiple abrupt change points ⋮ A change-point estimator using local Fourier series ⋮ Nonparametric monitoring of financial time series by jump-preserving control charts

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