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Regime Testimation in a Time Sequence

 

作者: RobertH. Riffenburgh,  

 

期刊: Technometrics  （Taylor Available online 1971）
卷期: Volume 13, issue 4  

页码: 795-809

 

ISSN:0040-1706

 

年代: 1971

 

DOI:10.1080/00401706.1971.10488850

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

Two years of irregularly spaced measurements of seawater temperature at 200 feet at a fixed North Pacific Ocean location are considered. The data are heteroscedastic in time and the average path jumps about erratically. We seek points of significant change in the data-generating process and wish to study their nature.

 

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