momentssudden
Momentssudden is a neologism used in some statistical and signal-processing discussions to describe episodes during which the moments of a stochastic process—such as mean, variance, skewness, or higher-order moments—change abruptly over a short interval. There is no formal, widely accepted definition or standard notation for momentssudden in peer-reviewed literature.
Interpretation: The phenomenon is often discussed in the context of time-series analysis and change-point theory, where
Detection and methods: Analysts may apply moving-window estimations of moments, cumulative sum (CUSUM)-type statistics, Bayesian online
Applications and limitations: Potential domains include finance for price shocks, environmental data for extreme events, engineering
See also: change-point detection, transient analysis, time-series analysis.