AR1seg

swMATH20393MaRDI QIDQ32212FDOQ32212

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Source code repository: https://github.com/cran/AR1seg

Cited In (10)

• Robust algorithms for multiphase regression models
• Changepoint detection in non-exchangeable data
• Autocovariance estimation in the presence of changepoints
• A comparison of single and multiple changepoint techniques for time series data
• Short communication: Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach
• Multiple change point detection and validation in autoregressive time series data
• A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals
• A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process
• Bump detection in the presence of dependency: does it ease or does it load?

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