Mean shift testing in correlated data

Journal of Time Series Analysis

Volumn 32, Issue 5, 2011, Pages 498-511

  Robbins, Michael ^a   Gallagher, Colin ^b   Lund, Robert ^b   Aue, Alexander ^c  

^a National Institute of Statistical Sciences   (United States)

^b CLEMSON UNIVERSITY   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

ARMA series; Brownian bridge; C22; Changepoints; CUSUM; Likelihood ratio

Indexed keywords

EID: 79954534900     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2010.00707.x     Document Type: Article

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