On detecting jumps in time series: nonparametric setting
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Publication:4831079
DOI10.1080/10485250410001656435zbMath1065.62200OpenAlexW2002794766MaRDI QIDQ4831079
Ansgar Steland, Ewaryst Rafajłowicz, Mirek Pawlak
Publication date: 20 December 2004
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250410001656435
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)
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