mosum: A Package for Moving Sums in Change-Point Analysis
Time series data, i.e., temporally ordered data, is routinely collected and analysed in in many fields of natural science, economy, technology and medicine, where it is of importance to verify the assumption of stochastic stationarity prior to modeling the data. Nonstationarities in the data are oft...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2021-03-01
|
| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3412 |