Detection of patterns in noisy time series

DOI10.2307/3316074zbMath0974.62078OpenAlexW2158254211MaRDI QIDQ2747873

L. A. McLean, M. A. Tingley

Publication date: 16 December 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b2cc6683e3ae7080d771c3e6dcc20d27a42c4b94

zbMATH Keywords

running mediantest of correlationbinary time seriestest of amplitude

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Communication, information (94A99)

Cites Work

• Extremes of moving averages of stable processes
• Smooth estimate of quantiles under association
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