|Title:||Robust shift detection in time-varying autoregressive processes|
|Abstract:||Tests for shift detection in locally-stationary autoregressive time series are constructed which resist contamination by a substantial amount of outliers. Tests based on a comparison of local medians standardized by a highly robust estimate of the variability show reliable performance in a broad variety of situations if the thresholds are adjusted for possible autocorrelations.|
|Appears in Collections:||Sonderforschungsbereich (SFB) 475|
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