A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process (Q520705)
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scientific article
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| English | A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process |
scientific article |
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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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0.90886027
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0.8931838
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0.88713694
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0.8844731
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0.88358593
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0.88240606
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0.88163364
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