A scale-space approach for detecting non-stationarities in time series

Scandinavian Journal of Statistics

Volumn 35, Issue 1, 2008, Pages 119-138

  Olsen, Lena R ^a   Sørbye, Sigrunn H ^a   Godtliebsen, Fred ^a  

^a UNIVERSITY OF TROMSØ   (Norway)

Author keywords

Change point; Multiscale; Non stationarity; Quadratic forms; Scale space; Time series

Indexed keywords

EID: 38849132043     PISSN: 03036898     EISSN: 14679469     Source Type: Journal    
DOI: 10.1111/j.1467-9469.2006.00556.x     Document Type: Article

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