Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated Noise
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Publication:6110727
DOI10.1080/01621459.2021.1909598zbMath1515.62087arXiv2005.01379OpenAlexW3147352159MaRDI QIDQ6110727
Gaetano Romano, Paul Fearnhead, Guillem Rigaill, Vincent Runge
Publication date: 6 July 2023
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2005.01379
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Dynamic programming (90C39)
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