Detecting abrupt changes in a piecewise locally stationary time series

Journal of Multivariate Analysis

Volumn 99, Issue 2, 2008, Pages 191-214

  Last, Michael ^a   Shumway, Robert ^b  

^a NATIONAL INSTITUTE OF ENVIRONMENTAL HEALTH SCIENCES   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Change point; Frequency domain; Kullback Leibler; Locally stationary

Indexed keywords

EID: 35848935225     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2007.06.010     Document Type: Article

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