Detecting gradual changes in locally stationary processes
Work
Year: 2015
Type: article
Abstract: In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) cons... more
Source: The Annals of Statistics
Authors Michael Vogt, Holger Dette
Institutions Ruhr University Bochum, University of Konstanz
Cites: 73
Cited by: 49
Related to: 10
FWCI: 4.598
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: hybrid