Anomaly Detection of Nonstationary Long-Memory Processes Based on Fractional Cointegration Vector Autoregression

Ruiyao Zhang, Ping Zhou 0003, Junfei Qiao. Anomaly Detection of Nonstationary Long-Memory Processes Based on Fractional Cointegration Vector Autoregression. IEEE Transactions on Reliability, 72(4):1383-1394, December 2023. [doi]

Abstract

Abstract is missing.