Unsupervised Self-Normalized Change-Point Testing for Time Series

DOI10.1080/01621459.2016.1270214zbMath1398.62219OpenAlexW2568805888MaRDI QIDQ4962429

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Publication date: 2 November 2018

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2016.1270214

zbMATH Keywords

global warmingself-normalizationCUSUM processchange-point testingcontrast-based method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Non-Markovian processes: hypothesis testing (62M07)

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