Mean Shift detection under long-range dependencieswith ART

Atheoretical regression trees (ART) are applied to detect changes in the mean of a stationarylong memory time series when location and number are unknown. It is shownthat the BIC, which is almost always used as a pruning method, does not operate well inthe long memory framework.[...]

MoreLess

Year of publication:	2010-02-01
Authors:	Willert, Juliane
Institutions:	Universität <Hannover> / Wirtschaftswissenschaftliche Fakultät
Subject:	Monte-Carlo-Simulation \| Änderung \| Zeitreihe \| Gedächtnis

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	62464 bytes 14 p. application/pdf
Series:	Wirtschaftswissenschaftliche Fakultät der Leibniz Universität Hannover: Diskussionspapiere Discussion Paper ; 437
Type of publication:	Book / Working Paper
Language:	English
Classification:	C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; Business administration. General ; Strategic planning ; Operations Research. General ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005870769