AR1seg
From MaRDI portal
Cited in
(15)- Robust algorithms for multiphase regression models
- Changepoint detection in non-exchangeable data
- Autocovariance estimation in the presence of changepoints
- A comparison of single and multiple changepoint techniques for time series data
- Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Bump detection in the presence of dependency: does it ease or does it load?
- Multiple change point detection and validation in autoregressive time series data
- Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
- A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals
- haarfisz
- wbsts
- HSMUCE
- HOMER
- PeakSegOptimal
- A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process
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