Change point detection in time series using higher-order statistics: a heuristic approach

DOI10.1155/2013/317613zbMath1296.62162OpenAlexW2050813807MaRDI QIDQ459755

Constantinos S. Hilas, Ioannis T. Rekanos, Paris Ast. Mastorocostas

Publication date: 13 October 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/317613

Mathematics Subject Classification ID

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

Related Items (1)

Simple change point model in heteroscedastic extremes

Cites Work

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• Detection of multiple changes in a sequence of dependent variables
• An iterative kurtosis-based technique for the detection of nonstationary bioacoustic signals
• A change in level of a non-stationary time series

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