{"id":"https://openalex.org/W2171896706","doi":"https://doi.org/10.1007/978-3-7908-2604-3_50","title":"Fourier Methods for Sequential Change Point Analysis in Autoregressive Models","display_name":"Fourier Methods for Sequential Change Point Analysis in Autoregressive Models","publication_year":2010,"publication_date":"2010-01-01","ids":{"openalex":"https://openalex.org/W2171896706","doi":"https://doi.org/10.1007/978-3-7908-2604-3_50","mag":"2171896706"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-7908-2604-3_50","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-7908-2604-3_50","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of COMPSTAT'2010","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5090013321","display_name":"Marie Hu\u0161kov\u00e1","orcid":"https://orcid.org/0000-0002-6868-1362"},"institutions":[{"id":"https://openalex.org/I21250087","display_name":"Charles University","ror":"https://ror.org/024d6js02","country_code":"CZ","type":"education","lineage":["https://openalex.org/I21250087"]}],"countries":["CZ"],"is_corresponding":true,"raw_author_name":"Marie Hu\u0161kov\u00e1","raw_affiliation_strings":["Department of Statistics, Charles University of Prague, Sokolovsk\u00e1 83, CZ \u2013 186 75, Praha 8, Czech Republic"],"affiliations":[{"raw_affiliation_string":"Department of Statistics, Charles University of Prague, Sokolovsk\u00e1 83, CZ \u2013 186 75, Praha 8, Czech Republic","institution_ids":["https://openalex.org/I21250087"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5077902725","display_name":"Claudia Kirch","orcid":"https://orcid.org/0000-0001-8135-7404"},"institutions":[{"id":"https://openalex.org/I102335020","display_name":"Karlsruhe Institute of Technology","ror":"https://ror.org/04t3en479","country_code":"DE","type":"education","lineage":["https://openalex.org/I102335020","https://openalex.org/I1305996414"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Claudia Kirch","raw_affiliation_strings":["Karlsruhe Institute of Technology, Institute for Stochastics, Kaiserstr. 89, 76133, Karlsruhe, Germany"],"affiliations":[{"raw_affiliation_string":"Karlsruhe Institute of Technology, Institute for Stochastics, Kaiserstr. 89, 76133, Karlsruhe, Germany","institution_ids":["https://openalex.org/I102335020"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5105975073","display_name":"Simos G. Meintanis","orcid":"https://orcid.org/0000-0003-4777-0486"},"institutions":[{"id":"https://openalex.org/I200777214","display_name":"National and Kapodistrian University of Athens","ror":"https://ror.org/04gnjpq42","country_code":"GR","type":"education","lineage":["https://openalex.org/I200777214"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Simos G. Meintanis","raw_affiliation_strings":["Department of Economics, National and Kapodistrian University of Athens, 8 Pesmazoglou Street, 105 59, Athens, Greece"],"affiliations":[{"raw_affiliation_string":"Department of Economics, National and Kapodistrian University of Athens, 8 Pesmazoglou Street, 105 59, Athens, Greece","institution_ids":["https://openalex.org/I200777214"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5090013321"],"corresponding_institution_ids":["https://openalex.org/I21250087"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.27832512,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":null,"issue":null,"first_page":"501","last_page":"508"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.9940999746322632,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T13487","display_name":"Statistical and numerical algorithms","score":0.9940999746322632,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10136","display_name":"Statistical Methods and Inference","score":0.991100013256073,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9829999804496765,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.8289586305618286},{"id":"https://openalex.org/keywords/statistic","display_name":"Statistic","score":0.6259728074073792},{"id":"https://openalex.org/keywords/star-model","display_name":"STAR model","score":0.5969889760017395},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.515231192111969},{"id":"https://openalex.org/keywords/test-statistic","display_name":"Test statistic","score":0.5054359436035156},{"id":"https://openalex.org/keywords/null-hypothesis","display_name":"Null hypothesis","score":0.4981236457824707},{"id":"https://openalex.org/keywords/limit","display_name":"Limit (mathematics)","score":0.4953666925430298},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.494507759809494},{"id":"https://openalex.org/keywords/fourier-series","display_name":"Fourier series","score":0.4782342314720154},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4588000178337097},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.4151456654071808},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.4009305238723755},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.39666417241096497},{"id":"https://openalex.org/keywords/statistical-hypothesis-testing","display_name":"Statistical hypothesis testing","score":0.3571501076221466},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.3494345545768738},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.336133748292923},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.26655060052871704},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.11225062608718872}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8289586305618286},{"id":"https://openalex.org/C89128539","wikidata":"https://www.wikidata.org/wiki/Q1949963","display_name":"Statistic","level":2,"score":0.6259728074073792},{"id":"https://openalex.org/C194657046","wikidata":"https://www.wikidata.org/wiki/Q7394685","display_name":"STAR model","level":4,"score":0.5969889760017395},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.515231192111969},{"id":"https://openalex.org/C169857963","wikidata":"https://www.wikidata.org/wiki/Q1461038","display_name":"Test statistic","level":3,"score":0.5054359436035156},{"id":"https://openalex.org/C191988596","wikidata":"https://www.wikidata.org/wiki/Q628374","display_name":"Null hypothesis","level":2,"score":0.4981236457824707},{"id":"https://openalex.org/C151201525","wikidata":"https://www.wikidata.org/wiki/Q177239","display_name":"Limit (mathematics)","level":2,"score":0.4953666925430298},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.494507759809494},{"id":"https://openalex.org/C207864730","wikidata":"https://www.wikidata.org/wiki/Q179467","display_name":"Fourier series","level":2,"score":0.4782342314720154},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4588000178337097},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.4151456654071808},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.4009305238723755},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.39666417241096497},{"id":"https://openalex.org/C87007009","wikidata":"https://www.wikidata.org/wiki/Q210832","display_name":"Statistical hypothesis testing","level":2,"score":0.3571501076221466},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.3494345545768738},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.336133748292923},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.26655060052871704},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.11225062608718872},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-7908-2604-3_50","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-7908-2604-3_50","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of COMPSTAT'2010","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1574326631","https://openalex.org/W1577286032","https://openalex.org/W1964392557","https://openalex.org/W1973796791","https://openalex.org/W2012815159","https://openalex.org/W2015907535","https://openalex.org/W2025168569","https://openalex.org/W2040045248","https://openalex.org/W2047484321","https://openalex.org/W2049273465","https://openalex.org/W2065153035","https://openalex.org/W2083901683","https://openalex.org/W2094706033","https://openalex.org/W2095490019","https://openalex.org/W2108416674","https://openalex.org/W2132416807","https://openalex.org/W2146777404","https://openalex.org/W2158821120","https://openalex.org/W2162783005","https://openalex.org/W2326651466","https://openalex.org/W3104524372","https://openalex.org/W4236531505"],"related_works":["https://openalex.org/W2903799831","https://openalex.org/W3015822731","https://openalex.org/W2488034322","https://openalex.org/W2135903028","https://openalex.org/W1826709224","https://openalex.org/W1970221037","https://openalex.org/W2913739054","https://openalex.org/W1449571481","https://openalex.org/W4385820860","https://openalex.org/W1553574125"],"abstract_inverted_index":{"We":[0],"develop":[1],"a":[2],"procedure":[3],"for":[4],"monitoring":[5],"changes":[6],"in":[7],"the":[8,27,39,45],"error":[9],"distribution":[10],"of":[11,31,38],"autoregressive":[12],"time":[13],"series.":[14],"The":[15,35],"proposed":[16],"procedure,":[17],"unlike":[18],"standard":[19],"procedures":[20],"which":[21],"are":[22,54],"also":[23],"referred":[24],"to,":[25],"utilizes":[26],"empirical":[28],"characteristic":[29],"function":[30],"properly":[32],"estimated":[33],"residuals.":[34],"limit":[36],"behavior":[37],"test":[40],"statistic":[41],"is":[42],"investigated":[43],"under":[44],"null":[46],"hypothesis,":[47],"while":[48],"computational":[49],"and":[50],"other":[51],"relevant":[52],"issues":[53],"addressed.":[55]},"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}