A new approach for detecting gradual changes in non-stationary time series with seasonal effects

DOI10.1007/s42952-020-00086-1zbMath1485.62114OpenAlexW3088263228MaRDI QIDQ2131997

Guebin Choi

Publication date: 27 April 2022

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s42952-020-00086-1

zbMATH Keywords

non-stationary time serieschange point detectiongradual changestwo-stage filter

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

• Detecting gradual changes in locally stationary processes
• On the Absolute Continuity of Distributions of Functionals of Random Processes

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