Northwestern University

Parent Unit Name

Login

LIBRARIES | ARCH

Menu Search

Start Over

Filtering by: Keyword compositional time series Keyword sequential change-point detection Keyword time series of counts Language en

1 entry found

List Gallery Masonry Slideshow

2b88qc45x?file=thumbnail

1. Sequential Change-point Detection for Time Series

Description:: Sequential change-point detection for time series enables us to sequentially check the hypothesisthat the model still holds as more and more data are observed. It’s widely used in data monitoring in practice. In this work, we propose two models: Binomial AR(1) model and Generalized Beta AR(p) model, for modeling binomial...
Keyword:: compositional time series, time series of counts, ergodicity, strong mixing processes, and sequential change-point detection
Subject:: Statistics
Creator:: Liu, Yajun
Owner:: Scholarly Digital Publishing
Language:: en
Date Uploaded:: 06/22/2022
Date Created:: 2022-01-01
Resource Type:: Dissertation
Alternate Identifier:: http://dissertations.umi.com/northwestern:16079 and etdadmin_upload_902877