Modeling a nonlinear biophysical trend followed by long-memory equilibrium with unknown change point

DOI10.1214/22-AOAS1655OpenAlexW4320175972MaRDI QIDQ2686084

David S. Matteson, Maryclare Griffin, Wen-Yu Zhang

Publication date: 24 February 2023

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.09417

zbMATH Keywords

time serieslong memorychange-point analysisfractionally integrated processapplied biophysics

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Uses Software

• SemiPar
• ecp

Cites Work

• Long memory processes and fractional integration in econometrics
• Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation
• Semiparametric Regression
• Joint Estimation of Model Parameters and Outlier Effects in Time Series
• Optimal Detection of Changepoints With a Linear Computational Cost
• A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data
• Circular binary segmentation for the analysis of array-based DNA copy number data
• An analysis of variance test for normality (complete samples)

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