Oct 23, 2021 · This paper proposes two ratio-type statistics to sequentially detect mean and variance change-points in the long-memory time series.

Dec 28, 2020 · Abstract This paper proposes two ratio-type statistics to sequentially detect mean and variance change-points in the long-memory time series.

Apr 11, 2021 · 报告摘要：. In this paper, we propose two ratio-type statistics to sequentially detect mean and variance change-points in the long-memory time ...

This paper proposes two ratio-type statistics to sequentially detect mean and variance change-points in the long-memory time series. The limiting …

Oct 22, 2024 · This paper proposes two ratio-type statistics to sequentially detect mean and variance change-points in the long-memory time series. The ...

In this paper, we propose a new statistic to detect for variance change point under long memory, the null distribution of the test statistic is derived.

Jun 15, 2017 · It is well known that standard tests for a mean shift are invalid in long-range dependent time series. Therefore, several long memory robust ...

Sep 26, 2022 · This paper proposes a modified kernel weighted variance ratio statistic to sequentially detect change-point that shifts from a stationary long memory process ...

Monitoring Persistent Change Points in a Heavy-Tailed Sequence with M-Estimation in Big Data Background · Bootstrap Test Mean Change Point in Long Memory Time ...

In order to overcome the serious size distortion problem when online monitoring the long memory parameter change point in FARIMA (p, d, q)) processes based on ...