Titlebook: Change Point Analysis for Time Series; Lajos Horváth,Gregory Rice Book 2024 The Editor(s) (if applicable) and The Author(s), under exclusi

压榨机

书目名称Change Point Analysis for Time Series影响因子(影响力)




书目名称Change Point Analysis for Time Series影响因子(影响力)学科排名




书目名称Change Point Analysis for Time Series网络公开度




书目名称Change Point Analysis for Time Series网络公开度学科排名




书目名称Change Point Analysis for Time Series被引频次




书目名称Change Point Analysis for Time Series被引频次学科排名




书目名称Change Point Analysis for Time Series年度引用




书目名称Change Point Analysis for Time Series年度引用学科排名




书目名称Change Point Analysis for Time Series读者反馈




书目名称Change Point Analysis for Time Series读者反馈学科排名

CHOP

Heresy

Lajos Horváth,Gregory RiceProvides a comprehensive review of asymptotic methods in change point analysis for time series.Extends classical change point methods to the modern settings of high--dimensional, functional, and heter

Parallel

极小

https://doi.org/10.1007/978-981-16-2442-1A crucial step in approximating the distribution of the CUSUM statistics introduced in Chaps. . and . is estimating the variance parameter . describing the limiting variance of the partial sum of the observations under Assumption ..

Limited

Limited

https://doi.org/10.1007/3-540-28333-1oaches to detect such a change point lead to the consideration of weighted functionals of the cumulative sum (CUSUM) processes computed from the observed data. As such, we begin by developing a comprehensive asymptotic theory for CUSUM processes under conditions that allow for serial dependence in t

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初次登台

SLAG

The Identified Local Characteristics,ve generally taken into consideration potential serial dependence in the observations under study, in this chapter we are concerned with detecting change points in the parameters for models specifically designed to capture the serial dependence structure of a time series.