Capturing the uncertainty about a sudden change in the properties of time series with confidence curves

The representation of uncertainty in results is an important aspect of statistical techniques in hydrology and climatology. Hypothesis tests and point estimates are not well suited for this purpose. Other statistical tools, such as confidence curves, are better suited to represent uncertainty. Therefore three parametric methods to construct...

Confidence curves for change points in hydrometeorological time series

In this paper, a method based on Approximate Empirical likelihood ratio and a Deviance function combined with bootstrapping (AED-BP) is proposed to construct a confidence curve for the location of a change point. The method is compared with a method based on parametric Profile Likelihood and a Deviance function combined with Monte Carlo...