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]

Authors

Ruiyao Zhang

This author has not been identified. Look up 'Ruiyao Zhang' in Google

Ping Zhou 0003

This author has not been identified. Look up 'Ping Zhou 0003' in Google

Junfei Qiao

This author has not been identified. Look up 'Junfei Qiao' in Google