𝔖 Bobbio Scriptorium
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SEQUENTIAL METHODS FOR DETECTING CHANGES IN THE VARIANCE OF ECONOMIC TIME SERIES

✍ Scribed by Schipper, Stefan; Schmid, Wolfgang

Book ID
115544549
Publisher
Taylor and Francis Group
Year
2001
Tongue
English
Weight
299 KB
Volume
20
Category
Article
ISSN
0747-4946

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πŸ“œ SIMILAR VOLUMES

A new method for abrupt dynamic change d
A new method for abrupt dynamic change detection of correlated time series
✍ Wenping He; Guolin Feng; Qiong Wu; Tao He; Shiquan Wan; Jifan Chou πŸ“‚ Article πŸ“… 2011 πŸ› John Wiley and Sons 🌐 English βš– 339 KB

## Abstract On the basis of detrended fluctuation analysis (DFA), a new method, moving cut data‐DFA (MC‐DFA), was presented to detect abrupt dynamic change in correlated time series. The numerical tests show the capability of the presented method to detect abrupt change time‐instants in model time