wbsts

MaRDI QIDQ31194swMATHCRANFDO

Authors Karolos Korkas

Last update 12 June 2020

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 2.1

Official website https://cran.r-project.org/web/packages/wbsts/index.html

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

Cites work

• Multiple change-point detection for non-stationary time series using wild binary segmentation

Cited in

(21)

• Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
• Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
• Multiple change point detection and validation in autoregressive time series data
• wbs
• IndependenceTests
• AR1seg
• stepR
• breakfast
• cumSeg
• IDetect
• jcp
• basta
• eNchange
• mosum
• jointseg
• ocd
• Ensemble binary segmentation for irregularly spaced data with change-points
• Detection of multiple change points for linear processes under negatively super-additive dependence
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
• Multiple change-point detection for non-stationary time series using wild binary segmentation

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