Open AccessChange point analysis of second order characteristics in non-stationary time series
Author(s) -
Holger Dette,
Weichi Wu,
Zhou Zhou
Publication year - 2015
Publication title -
cornell university
Language(s) - English
DOI - 10.17877/de290r-2361
Subject(s) - series (stratigraphy) , point (geometry) , variance (accounting) , constant (computer programming) , mathematics , point process , order (exchange) , null hypothesis , asymptotic analysis , order of integration (calculus) , stochastic process , statistical hypothesis testing , econometrics , statistical physics , computer science , statistics , mathematical analysis , economics , physics , paleontology , geometry , accounting , finance , biology , programming language
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom