A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process (Q520705)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process |
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A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process (English)
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5 April 2017
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autoregressive model
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change-points
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model selection
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robust estimation of the \(\mathrm{AR}(1)\) parameter
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time series
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