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A change in level of a non-stationary time series

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Publication:5517387
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DOI10.1093/biomet/52.1-2.181zbMath0142.15901OpenAlexW2035557811WikidataQ126234503 ScholiaQ126234503MaRDI QIDQ5517387

George C. Tiao, G. E. P. Box

Publication date: 1965

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/52.1-2.181


zbMATH Keywords

statistics



Related Items (9)

Two-sided tests for change in level for correlated data ⋮ The use of temporally aggregated data in modeling and testing a variance change in a time series ⋮ Change point detection in time series using higher-order statistics: a heuristic approach ⋮ A Bayesian approach to retrospective identification of change-points ⋮ Bayesian detection of structural changes ⋮ Intertemporal consumer behaviour under structural changes in income ⋮ An analysis of covariance markov model for interrupted time series experiments ⋮ OPTIMAL CHANGE-POINT DETECTION IN TREND MODELS WITH INTEGRATED MOVING AVERAGE ERRORS ⋮ Optimal online detection of parameter changes in two linear models




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