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• W1512857348 abstract "An important problem of the statistical analysis of time series is to detect change-points in the mean structure. Since this problem is a one-dimensional version of the higher dimensional problem of detecting edges in images, we study detection rules which benefit from results obtained in image processing. For the sigma-filter studied there to detect edges, asymptotic bounds for the normed delay have been established for independent data. These results are considerably extended in two directions. First, we allow for dependent processes satisfying acertain conditional mixing property. Second, we allow for more general pilot estimators, e.g., the median, resulting in better detection properties. A simulation study indicates that our new procedure indeed performs much more better." @default.
• W1512857348 created "2016-06-24" @default.
• W1512857348 creator A5004201156 @default.
• W1512857348 date "2003-04-01" @default.
• W1512857348 modified "2023-09-25" @default.
• W1512857348 title "Jump-Preserving Monitoring of Depending Time Series Using Pilot Estimators" @default.
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• W1512857348 doi "https://doi.org/10.17877/de290r-6646" @default.
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