Comparison of performance between rescaled range analysis and rescaled variance analysis in detecting abrupt dynamic change*
He Wen-Pinga)†, Liu Qun-Qunb), Jiang Yun-Dia), Lu Yingc)
       
Panels (a)–(f) being the same as Fig.  2 , and panel (g) the same as Fig.  2(c) but for M = 30 and the artificial time series with SNR, =, 15 dB.