<--- Back to Details
First PageDocument Content
Design of experiments / Statistical tests / Time series analysis / Regime shift / Variance / Autocorrelation / Normal distribution / Statistical hypothesis testing / Null hypothesis / Statistics / Statistical inference / Hypothesis testing
Date: 2006-06-18 13:01:26
Design of experiments
Statistical tests
Time series analysis
Regime shift
Variance
Autocorrelation
Normal distribution
Statistical hypothesis testing
Null hypothesis
Statistics
Statistical inference
Hypothesis testing

A SEQUENTIAL METHOD FOR DETECTING REGIME SHIFTS

Add to Reading List

Source URL: www.beringclimate.noaa.gov

Download Document from Source Website

File Size: 89,17 KB

Share Document on Facebook

Similar Documents

Proc. of the 17th Int. Conference on Digital Audio Effects (DAFx-14), Erlangen, Germany, September 1-5, 2014 POLYPHONIC PITCH DETECTION BY ITERATIVE ANALYSIS OF THE AUTOCORRELATION FUNCTION Sebastian Kraft, Udo Zölzer

DocID: 1uPOf - View Document

PHYSICAL REVIEW E, VOLUME 65, Correlation-dimension and autocorrelation fluctuations in epileptic seizure dynamics Ying-Cheng Lai,1 Ivan Osorio,2,3 Mary Ann F. Harrison,3 and Mark G. Frei3 1

DocID: 1uoDM - View Document

Economy / Economics / Macroeconomics / New Keynesian economics / Regression analysis / Keynesian economics / Unemployment / Monetary economics / Phillips curve / Nominal rigidity / Autocorrelation / Generalized method of moments

Is the New Keynesian Phillips Curve Flat?∗ Keith Kuester Federal Reserve Bank of Philadelphia Gernot J. M¨uller Goethe University Frankfurt

DocID: 1rqUR - View Document

Covariance and correlation / Statistics / Probability theory / Mathematical analysis / Variance / Sensitivity analysis / Covariance / G factor / Correlation and dependence / Autocorrelation

vol. 166, no. 1 the american naturalist july 2005

DocID: 1roAN - View Document

Statistics / Estimation theory / Regression analysis / Statistical theory / Parametric statistics / Signal processing / Ordinary least squares / Autocorrelation / Estimator / Generalized method of moments / Robust statistics / Linear regression

On the finite sample properties of pre-test estimators of spatial models Gianfranco Piras∗ Ingmar R. Prucha†

DocID: 1rm2t - View Document