Journal ArticleDOI
Change-Point Problems: Bibliography and Review
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In this article, five types of change point problems concerning change in mean, variance, slope, hazard rate, and space-time distribution are briefly reviewed and a list of comprehensive bibliography is provided.Abstract:
Five types of change-point problems concerning change in mean, variance, slope, hazard rate, and space-time distribution are briefly reviewed and a list of comprehensive bibliography is provided. Directions for future studies are discussed.read more
Citations
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Journal ArticleDOI
The Random Character of Stock Market Prices.
Journal ArticleDOI
Remotely Sensed Mid-Channel Bar Dynamics in Downstream of the Three Gorges Dam, China
TL;DR: Using Landsat-image-extracted MCBs and several spatial-temporal analysis methods, this study presents a comprehensive understanding of MCB dynamics in terms of number, area, and shape, over downstream of TGD during the period 1985−2018.
Journal ArticleDOI
Statistically-Based Trend Analysis of MTInSAR Displacement Time Series
TL;DR: In this paper, the Fisher distribution is used to identify the minimum number of parameters needed to model a given time series reliably within a predefined confidence level, which can be used in particular to approximate satisfactorily and with computational efficiency the piecewise linear trends that are generally used to model warning signals preceding the failure of natural and artificial structures.
Early Stastical Detection of Anthrax Out-breaks by Tracking Over-the-Counter Medication Sales
Anna Goldenberg,Galit Shmueli +1 more
TL;DR: In this article, a statistical framework for monitoring grocery data to detect a large-scale but localized bioterrorism attack is described, which illustrates the potential of data sources that may be more timely than traditional medical and public health data.
Likelihood Asymptotics in Nonregular Settings. A Review with Emphasis on the Likelihood Ratio
TL;DR: The review is focused on the large- and small-sample properties of the likelihood ratio, though other approaches to hypothesis testing and connections to estimation are mentioned in passing.
References
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Journal ArticleDOI
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle.
TL;DR: In this article, the parameters of an autoregression are viewed as the outcome of a discrete-state Markov process, and an algorithm for drawing such probabilistic inference in the form of a nonlinear iterative filter is presented.
Journal ArticleDOI
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
TL;DR: In this paper, the authors consider the null hypothesis that a time series has a unit root with possibly nonzero drift against the alternative that the process is "trend-stationary" and show how standard tests of the unit root hypothesis against trend stationary alternatives cannot reject the unit-root hypothesis if the true data generating mechanism is that of stationary fluctuations around a trend function which contains a one-time break.
Journal ArticleDOI
Tests of equality between sets of coefficients in two linear regressions
Book ChapterDOI
The variation of certain speculative prices
TL;DR: The classic model of the temporal variation of speculative prices (Bachelier 1900) assumes that successive changes of a price Z(t) are independent Gaussian random variables as discussed by the authors.
Journal ArticleDOI
Trends and random walks in macroeconmic time series: Some evidence and implications
TL;DR: In this paper, the authors investigate whether macroeconomic time series are better characterized as stationary fluctuations around a deterministic trend or as non-stationary processes that have no tendency to return to the deterministic path, and conclude that macroeconomic models that focus on monetary disturbances as a source of purely transitory fluctuations may not be successful in explaining a large fraction of output variation.