OpenAlex | Multiscale spectral analysis for detecting short and long range change points in time series

Multiscale spectral analysis for detecting short and long range change points in time series

Work

Year: 2007

Type: article

Source: Computational Statistics & Data Analysis

Authors Lena Ringstad Olsen, Probal Chaudhuri, Fred Godtliebsen

Institutions UiT The Arctic University of Norway, Indian Statistical Institute

Cites: 50

Cited by: 21

Related to: 10

FWCI: 2.703

Citation percentile (by year/subfield): 93.73

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed