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The importance of prewhitening in change point analysis under persistence

Lookup NU author(s): Dr Francesco Serinaldi, Professor Chris Kilsby

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Publication metadata

Author(s): Serinaldi F, Kilsby CG

Publication type: Article

Publication status: Published

Journal: Stochastic Environmental Research and Risk Assessment

Year: 2016

Volume: 30

Issue: 2

Pages: 763-777

Online publication date: 19/02/2015

Acceptance date: 01/01/1900

Date deposited: 04/03/2015

ISSN (print): 1436-3240

ISSN (electronic): 1436-3259

Publisher: Springer

URL: http://dx.doi.org/10.1007/s00477-015-1041-5

DOI: 10.1007/s00477-015-1041-5

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