Exploring the ability of the Pettitt method for detecting change point by Monte Carlo simulation
Published 2013 View Full Article
- Home
- Publications
- Publication Search
- Publication Details
Title
Exploring the ability of the Pettitt method for detecting change point by Monte Carlo simulation
Authors
Keywords
Change point detection, Pettitt method, Monte Carlo simulation, Time series analysis
Journal
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT
Volume 28, Issue 7, Pages 1643-1655
Publisher
Springer Nature
Online
2013-10-12
DOI
10.1007/s00477-013-0814-y
References
Ask authors/readers for more resources
Related references
Note: Only part of the references are listed.- Detecting gradual and abrupt changes in hydrological records
- (2012) Charles Rougé et al. ADVANCES IN WATER RESOURCES
- Improving kriging of groundwater level data using nonlinear normalizing transformations—a field application
- (2012) E.A. Varouchakis et al. HYDROLOGICAL SCIENCES JOURNAL-JOURNAL DES SCIENCES HYDROLOGIQUES
- Detecting inhomogeneities in the Twentieth Century Reanalysis over the central United States
- (2012) Craig R. Ferguson et al. JOURNAL OF GEOPHYSICAL RESEARCH
- Trend estimation and change point detection in individual climatic series using flexible regression methods
- (2012) Bryson C. Bates et al. JOURNAL OF GEOPHYSICAL RESEARCH
- A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence
- (2012) Changchun Tan et al. Journal of the Korean Statistical Society
- Non-Parametric Change-Point Tests for Long-Range Dependent Data
- (2012) HEROLD DEHLING et al. SCANDINAVIAN JOURNAL OF STATISTICS
- Bootstrapping sequential change-point tests for linear regression
- (2011) Marie Hušková et al. METRIKA
- Spatio-temporal variation and abrupt changes for major climate variables in the Taihu Basin, China
- (2011) Liu Liu et al. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT
- Spatial interpolation of severely skewed data with several peak values by the approach integrating kriging and triangular irregular network interpolation
- (2010) Chunfa Wu et al. Environmental Earth Sciences
- Impacts of climate change and human activities on surface runoff in the Dongjiang River basin of China
- (2010) Dedi Liu et al. HYDROLOGICAL PROCESSES
- Estimating a change point in the long memory parameter
- (2010) Keiko Yamaguchi JOURNAL OF TIME SERIES ANALYSIS
- Change point test for tail index for dependent data
- (2010) Moosup Kim et al. METRIKA
- Multiscale local change point detection with applications to value-at-risk
- (2009) Vladimir Spokoiny ANNALS OF STATISTICS
- Ratio test for variance change point in linear process with long memory
- (2009) Wenzhi Zhao et al. STATISTICAL PAPERS
- Change-in-mean problem for long memory time series models with applications
- (2008) Lihong Wang JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
Find Funding. Review Successful Grants.
Explore over 25,000 new funding opportunities and over 6,000,000 successful grants.
ExploreBecome a Peeref-certified reviewer
The Peeref Institute provides free reviewer training that teaches the core competencies of the academic peer review process.
Get Started