Abstract
We suggest a modification of the CUSUM procedure to detect changes in angular data. We obtain limit theorems for the test statistics under the no change null hypothesis. We discuss the estimation of the times of changes and show that the binary segmentation provides the times of all changes. Our method is applied to a data set on the activity of a pulsar.
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Grabovsky, I., Horváth, L. Change-Point Detection in Angular Data. Annals of the Institute of Statistical Mathematics 53, 552–566 (2001). https://doi.org/10.1023/A:1014677314687
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DOI: https://doi.org/10.1023/A:1014677314687