Autocovariance estimation in the presence of changepoints
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Cites work
- A MOSUM procedure for the estimation of multiple random change points
- A comparison of single and multiple changepoint techniques for time series data
- A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process
- Autocovariance estimation in regression with a discontinuous signal and \(m\)-dependent errors: a difference-based approach
- Autoregressive modeling and feature analysis of DNA sequences
- Bounded Influence Propagation $\tau$ -Estimation: A New Robust Method for ARMA Model Estimation
- CONTINUOUS INSPECTION SCHEMES
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Joint Estimation of Model Parameters and Outlier Effects in Time Series
- Long memory and changepoint models: a spectral classification procedure
- Mean shift testing in correlated data
- Multiscale change point detection for dependent data
- Multiscale change point inference. With discussion and authors' reply
- ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
- On optimal multiple changepoint algorithms for large data
- Optimal detection of changepoints with a linear computational cost
- Robust estimation for ARMA models
- Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Time series: theory and methods.
- Wild binary segmentation for multiple change-point detection
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