On rank tests for shift detection in time series
Year of publication: |
2006
|
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Authors: | Fried, Roland ; Gather, Ursula |
Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | signal extraction | jumps | outliers | test resistance |
Series: | Technical Report ; 2006,48 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 534704638 [GVK] hdl:10419/22692 [Handle] RePEc:zbw:sfb475:200648 [RePEc] |
Source: |
-
On rank tests for shift detection in time series
Fried, Roland, (2006)
-
On the robust detection of edges in time series filtering
Fried, Roland, (2007)
-
Robust shift detection in time-varying autoregressive processes
Fried, Roland, (2008)
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Methods and algorithms for robust filtering
Fried, Roland, (2004)
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Modified repeated median filters
Bernholt, Thorsten, (2004)
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Online signal extraction by robust linear regression
Gather, Ursula, (2004)
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