Detecting gradual changes in locally stationary processes

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Detecting gradual changes in locally stationary processes

17 October 2013

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Papers citing "Detecting gradual changes in locally stationary processes"

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Title
Safe Time-Varying Optimization based on Gaussian Processes with Spatio-Temporal Kernel Jialin Li Marta Zagorowska Giulia De Pasquale Alisa Rupenyan John Lygeros 87 3 0 26 Sep 2024
Gradual changes in functional time series Patrick Bastian Holger Dette AI4TS 104 3 0 10 Jul 2024
Predictive change point detection for heterogeneous data Anna-Christina Glock F. Sobieczky Johannes Furnkranz Peter Filzmoser M. Jech 50 1 0 11 May 2023
Difference-based covariance matrix estimate in time series nonparametric regression with applications to specification tests Lujia Bai Weichi Wu AI4TS 28 1 0 29 Mar 2023
Functional estimation and change detection for nonstationary time series Fabian Mies 10 7 0 01 Dec 2022
Detecting long-range dependence for time-varying linear models Lujia Bai Weichi Wu 67 1 0 15 Oct 2021
Change-Point Analysis of Time Series with Evolutionary Spectra A. Casini Pierre Perron 14 11 0 03 Jun 2021
Continuous-time locally stationary time series models Annemarie Bitter R. Stelzer Bennet Ströh 17 4 0 28 Apr 2021
Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators Axel Bücher Holger Dette Florian Heinrichs 23 13 0 14 Feb 2020
On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process Michael Hoffmann Holger Dette 13 3 0 23 Feb 2018
Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes Michael Hoffmann Mathias Vetter Holger Dette 9 6 0 13 Apr 2017
Consistent change-point detection with kernels Damien Garreau Sylvain Arlot 85 79 0 14 Dec 2016
Asymptotics for change-point models under varying degrees of mis-specification Rui Song Moulinath Banerjee Michael R. Kosorok 78 10 0 02 Sep 2014