标题
The importance of prewhitening in change point analysis under persistence
作者
关键词
Pettitt test, Change point analysis, Prewhitening, Autoregressive process, Fractional Gaussian noise, Hurst parameter
出版物
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT
Volume 30, Issue 2, Pages 763-777
出版商
Springer Nature
发表日期
2015-02-18
DOI
10.1007/s00477-015-1041-5
参考文献
相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。- A simulation study to examine the sensitivity of the Pettitt test to detect abrupt changes in mean
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- DISCUSSION of “To prewhiten or not to prewhiten in trend analysis?”
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- Trend detection in hydrologic data: The Mann–Kendall trend test under the scaling hypothesis
- (2007) Khaled H. Hamed JOURNAL OF HYDROLOGY
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