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Detection and Estimation of Local Signals

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 نشر من قبل Xiao Fang
 تاريخ النشر 2020
  مجال البحث الاحصاء الرياضي
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We study the maximum score statistic to detect and estimate local signals in the form of change-points in the level, slope, or other property of a sequence of observations, and to segment the sequence when there appear to be multiple changes. We find that when observations are serially dependent, the change-points can lead to upwardly biased estimates of autocorrelations, resulting in a sometimes serious loss of power. Examples involving temperature variations, the level of atmospheric greenhouse gases, suicide rates and daily incidence of COVID-19 illustrate the general theory.



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