A comparison of single and multiple changepoint techniques for time series data (Q2129576)

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A comparison of single and multiple changepoint techniques for time series data
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    A comparison of single and multiple changepoint techniques for time series data (English)
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    22 April 2022
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    AMOC techniques
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    ARMA models
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    binary segmentation
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    Brownian bridge
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    CUSUM tests
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    likelihood ratio test
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    minimum description length
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    one-step-ahead prediction residuals
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    penalized likelihoods
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    wild binary segmentation
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