A comparison of single and multiple changepoint techniques for time series data
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Publication:2129576
DOI10.1016/J.CSDA.2022.107433OpenAlexW3120983897MaRDI QIDQ2129576FDOQ2129576
Authors: Xuesheng Shi, Colin M. Gallagher, Robert Lund, Rebecca Killick 
Publication date: 22 April 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.01960
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binary segmentationwild binary segmentationlikelihood ratio testARMA modelsBrownian bridgeminimum description lengthCUSUM testsAMOC techniquesone-step-ahead prediction residualspenalized likelihoods
Cites Work
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- Title not available (Why is that?)
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- ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
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Cited In (5)
- A weighted U-statistic based change point test for multivariate time series
- Autocovariance estimation in the presence of changepoints
- Testing for changes in linear models using weighted residuals
- Exact Decoding of a Sequentially Markov Coalescent Model in Genetics
- Micro–Macro Changepoint Inference for Periodic Data Sequences
Uses Software
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