The importance of prewhitening in change point analysis...

Stochastic Environmental Research and Risk Assessment 2016 / 2 Vol. 30; Iss. 2

The importance of prewhitening in change point analysis under persistence

Serinaldi, Francesco, Kilsby, Chris G.
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Volume:
30
Language:
english
Journal:
Stochastic Environmental Research and Risk Assessment
DOI:
10.1007/s00477-015-1041-5
Date:
February, 2016
File:
PDF, 666 KB
english, 2016
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