Variance Change Detection

Variance Change Detection is a statistical inference method that identifies temporal shifts in the variance structure of a stochastic process by distinguishing second-order moment alterations from other forms of distributional change.

106

Publications

10.1K

Citations

224

Authors

129

Institutions

Publications per year

2017–2026

12

Authors

224

  1. LH
    Lajos Horváth

    University of Utah, United States

    5 publications · 273 citations

    5

    h-index

  2. CI
    Carla Inclán

    Georgetown University, United States

    5 publications · 1.7K citations

    4

    h-index

  3. RS
    Ruey S. Tsay

    University of Chicago, United States

    3 publications · 946 citations

    3

    h-index

  4. WS
    Wolfgang Schmid

    European University Viadrina, Germany

    3 publications · 78 citations

    3

    h-index

  5. ZC
    Zhanshou Chen

    Qinghai Normal University, China

    3 publications · 44 citations

    3

    h-index

1–5 of 224

Venues

  1. Journal of the American Statistical Association

    9 publications · 2.3K citations

    9

    h-index

  2. International Journal of Production Research

    6 publications · 248 citations

    6

    h-index

  3. 4

    h-index

  4. Journal of Statistical Planning and Inference

    3 publications · 170 citations

    3

    h-index

  5. Environmetrics

    3 publications · 50 citations

    3

    h-index

1–5