A multivariate descriptor method for change-point detection in nonlinear time series

DOI10.1080/02664760903406496OpenAlexW2155202387MaRDI QIDQ5124766

A. C. Zambroni de Souza, A. P. Paiva, Elmira Popova, J. B. Turrioni, Pedro Paulo Balestrassi

Publication date: 30 September 2020

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

Full work available at URL: https://doi.org/10.1080/02664760903406496

zbMATH Keywords

nonlinear time serieschange pointHjorth's descriptorsHotelling control chart

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Detection of multiple change-points in multivariate data

Uses Software

• STATISTICA
• FinTS
• wmtsa

Cites Work

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