Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application

DOI10.1016/j.jspi.2013.08.009zbMath1279.62165OpenAlexW2061493738MaRDI QIDQ393538

Ewaryst Rafajłowicz, Ansgar Steland

Publication date: 23 January 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.08.009

zbMATH Keywords

time seriessubsamplingfunctional datachange detectioncontrol chartsclimate datalocation-scale model

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Sequential estimation (62L12)

Related Items

Change Detection in INARCH Time Series of Counts ⋮ Fourier methods for analyzing piecewise constant volatilities ⋮ Asymptotics for random functions moderated by dependent noise ⋮ Nonparametric Gaussian inference for stable processes

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