Title:
|
Detekce změn v časových řadách a její aplikace v ekologii (Czech) |
Title:
|
Detection of changes in time series and its application in ecology (English) |
Author:
|
Jarušková, Daniela |
Author:
|
Antoch, Jaromír |
Language:
|
Czech |
Journal:
|
Pokroky matematiky, fyziky a astronomie |
ISSN:
|
0032-2423 |
Volume:
|
47 |
Issue:
|
4 |
Year:
|
2002 |
Pages:
|
307-323 |
. |
Category:
|
math |
. |
MSC:
|
62F03 |
MSC:
|
62M10 |
MSC:
|
62P12 |
idZBL:
|
Zbl 1047.62117 |
. |
Date available:
|
2010-12-11T19:35:39Z |
Last updated:
|
2012-08-26 |
Stable URL:
|
http://hdl.handle.net/10338.dmlcz/141146 |
. |
Reference:
|
[1] Albin, J. M. P.: On extremal theory for stationary processes.Ann. Probab. 18 (1990), 92–108. Zbl 0704.60029, MR 1043939 |
Reference:
|
[2] Alexandersson, H.: A homogeneity test applied to precipitation data.J. Climatol. 6 (1986), 661–675. |
Reference:
|
[3] Anděl, J.: Matematická statistika.SNTL/ALFA, Praha 1985. |
Reference:
|
[4] Antoch, J., Hušková, M., Jarušková, D.: Change-point problém po deseti letech.ROBUST ’1998. Antoch, J. a Dohnal, G. eds., JČMF, Praha 1998, 1–42. |
Reference:
|
[5] Antoch, J., Hušková, M., Jarušková, D.: Off-line process control.Multivariate Total Quality Control: Foundation and Recent Advances. Springer-Verlag, Heidelberg 2002, 1–86. MR 1886415 |
Reference:
|
[6] Antoch, J., Hušková, M., Prášková, Z.: Effect of dependence on statistics for determination of change.J. Stat. Plan. Infer. 60 (1997), 291–310. MR 1456633 |
Reference:
|
[7] Bai, J.: Least squares estimation of a shift in linear processes.J. Time Series Analysis 15 (1994), 453–472. Zbl 0808.62079, MR 1292161 |
Reference:
|
[8] Bhattacharya, P. K.: Weak convergence of the log-likelihood process in the two-phase regression problem.Proc. of the R. C. Bose Symposium on Probability, Statistics and Design of Experiments, Wiley Eastern, New Delhi 1990, 145–156. |
Reference:
|
[9] Brown, R. L., Durbin, J., Evans, J. M.: Techniques for testing the constancy of regression relationships over time (with discussion).JRSS B 37 (1975), 149–192. MR 0378310 |
Reference:
|
[10] Buishand, T. A.: Tests for detecting a shift in the mean of hydrological records.J. Hydrol. 73 (1984), 51–69. |
Reference:
|
[11] Chernoff, H., Zacks, S.: Estimating the current mean of normal distribution which is subjected to changes in time.Ann. Math. Statist. 35 (1964), 999–1018. MR 0179874 |
Reference:
|
[12] Csörgő, M., Horváth, L.: Limit Theorems in Change Point Analysis.J. Wiley, New York 1997. |
Reference:
|
[13] Deshayes, J., Picard, D.: Off-line statistical analysis of change point models using nonparametric and likelihood methods.Lecture Notes in Control and Information Sciences 77, Basseville, M. et al. eds., Springer Verlag, New York 1986, 103–168. |
Reference:
|
[14] Gardner, L. A.: On detecting changes in the mean of normal variates.Ann. Math. Statist. 40 (1969), 116–126. MR 0243666 |
Reference:
|
[15] Hátle, J., Likeš, J.: Základy počtu pravděpodobnosti a matematické statistiky.SNTL/ALFA, Praha 1974. |
Reference:
|
[16] Hinkley, D. V.: Inference about the intersection in two-phase regression.Biometrika 56 (1969), 495–504. Zbl 0183.48505 |
Reference:
|
[17] Chlebek, A., Jařabáč, M.: Vliv pokračujících těžeb porostů v povodí a obnovy na odtok vody.Zpráva pro závěrečné oponentní řízení, Výzkumný ústav lesního hospodářství a myslivosti, Jíloviště-Strnady 1989. |
Reference:
|
[18] James, B., James, K. L., Siegmund, D.: Tests for change points.Biometrika 74 (1987), 71–84. MR 0885920 |
Reference:
|
[19] Jarušková, D.: Change-point detection for dependent data and application to hydrology.Istatistik. Journal of the Turkish Statistical Association 1 (1998), 9–21. |
Reference:
|
[20] Jarušková, D.: Change point detection in meteorological measurements.Monthly Weather Review 124 (1996), 1535–1543. |
Reference:
|
[21] Jarušková, D.: Some problems with application of change point detection methods to environmental data.Environmetrics 8 (1997), 469–483. |
Reference:
|
[22] Jones, P. D., Wigley, M. L., Briffa, K. R.: Global and hemispheric temperature anomalies — land and maritime instrumental records.Boden, T. A., Kaiser, D. P., Sepanski, R. J., Stoss, F. W., eds. Trends ’93: A Compendium of Data on Global Change, ORNC/CDIAC-65, Carbon Dioxide Information Analysis Center, Oak Ridge National Laboratory, Oak Ridge, Tenn., USA 1994, 603–608. |
Reference:
|
[23] Kander, Z., Zacks, S.: Test procedures for possible changes in parameters of statistical distributions occurring at unknown time points.Ann. Math. Statist. 37 (1966), 1196–1210. MR 0202242 |
Reference:
|
[24] MacNeill, I. B.: Tests for change of parameter at unknown time and distribution of some related functionals of Brownian motion.Ann. Statist. 2 (1974), 950–962. MR 0426253 |
Reference:
|
[25] MacNeill, I. B.: Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times.Ann. Statist. 6 (1978), 422–433. Zbl 0375.62064, MR 0474645 |
Reference:
|
[26] Rhoadas, D. A., Salinger, M. J.: Adjustment of temperature and rainfalls records for site changes.J. Climatol. 13 (1993), 899–913. |
Reference:
|
[27] Štěpán, J.: Teorie pravděpodobnosti. Matematické základy.Academia, Praha 1987. |
Reference:
|
[28] Vannitsem, S., Nicolis, C.: Detecting climatic transitions: Statistical and dynamical aspects.Beitr. Phys. Atmosph. 64 (1991), 245–254. |
Reference:
|
[29] Worsley, K. J.: Testing for a two-phase multiple regression.Technometrics 25 (1983), 35–42. Zbl 0508.62061, MR 0694210 |
Reference:
|
[30] Yao Yi-Ching, Davis, R. A.: The asymptotic behavior of the likelihood ratio statistic for testing a shift in mean in a sequence of independent normal variates.Sankhya 48 (1986), 339–353. Zbl 0691.62026, MR 0905446 |
Reference:
|
[31] Yao Yi-Ching, Au, S. T.: Least-squares estimation of a step function.Sankhya 51 (1989), 370–381. Zbl 0711.62031, MR 1175613 |
. |