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

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書目名稱Change Point Analysis for Time Series影響因子(影響力)




書目名稱Change Point Analysis for Time Series影響因子(影響力)學科排名




書目名稱Change Point Analysis for Time Series網(wǎng)絡公開度




書目名稱Change Point Analysis for Time Series網(wǎng)絡公開度學科排名




書目名稱Change Point Analysis for Time Series被引頻次




書目名稱Change Point Analysis for Time Series被引頻次學科排名




書目名稱Change Point Analysis for Time Series年度引用




書目名稱Change Point Analysis for Time Series年度引用學科排名




書目名稱Change Point Analysis for Time Series讀者反饋




書目名稱Change Point Analysis for Time Series讀者反饋學科排名

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

極小

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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初次登臺

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.