Questions tagged [moving-window]

A window is a fixed-length subset of consecutive observations of a time series. The window is moved along the time series at a constant rate. Also known as "rolling window".

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Correcting for multiple testing on non-independent sliding windows

Question Values taken from adjecent windows in a sliding windows are corrolated. If I calculate a p-value from each window, how can I correct for the fact I have tested many windows, given that the ...