Detection of changes in variance of oceanographic time-series using changepoint analysis

Author:

Killick Rebecca,Eckley Idris A.,Ewans Kevin,Jonathan Philip

Publisher

Elsevier BV

Subject

Ocean Engineering,Environmental Engineering

Reference27 articles.

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2. Tests for parameter instability and structural-change with unknown change-point;Andrews;Econometrica,1993

3. Berek, E.P., Cooper, C.K., Driver, D.B., Heideman, J.C., Mitchell, D.A., Stear, J.D., Vogel, M.J., 2007. Development of revised Gulf of Mexico metocean hurricane conditions for reference by API recommended practices. In: Proceedings of the 2007 Offshore Technology Conference. p. 18903.

4. Carlstein, E., Muller, H.G., Siegmund, D., 1994. Change-point problems. Institute of Mathematical Statistics Lecture Notes.

5. Parametric Statistical Change Point Analysis;Chen,2000

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