A simulation study to examine the sensitivity of the Pettitt test to detect abrupt changes in mean

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The importance of prewhitening in change point analysis under persistence (2016, methodology): “Figure 6 shows that the Marriott-Pope’s correction factor performs satisfactory up to q 0:85, where discrepancies arise owing to the order of the series expansions used by Marriott and Pope (1954) to obtain Eq.”