Jump-preserving monitoring of dependent time series using pilot estimators

DOI10.1524/stnd.21.4.343.25348zbMath1041.62076OpenAlexW3123600308MaRDI QIDQ4469998

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

zbMATH Keywords

image processingquality controlstructural change

Mathematics Subject Classification ID

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

Related Items (6)

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 the distribution of the clipping median under a mixture model ⋮ Random Walks with Drift – A Sequential Approach

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