The use of temporally aggregated data on detecting a mean change of a time series process

DOI10.1080/03610926.2015.1091082zbMath1378.62075OpenAlexW2403648467MaRDI QIDQ5349125

Bu Hyoung Lee, William W. S. Wei

Publication date: 23 August 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1091082

zbMATH Keywords

likelihood ratio testtemporal aggregationmean change

Mathematics Subject Classification ID

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

Related Items (3)

The use of aggregate time series for testing conditional heteroscedasticity ⋮ The use of temporally aggregated data in modeling and testing a variance change in a time series ⋮ A spectral measure for the information loss of temporal aggregation

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