Multiple change point detection and validation in autoregressive time series data
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DOI: 10.1007/s00362-020-01198-w
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Cited by:
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- Joseph Ngatchou-Wandji & Echarif Elharfaoui & Michel Harel, 2022. "On change-points tests based on two-samples U-Statistics for weakly dependent observations," Statistical Papers, Springer, vol. 63(1), pages 287-316, February.
- Georgy Sofronov & Martin Wendler & Volkmar Liebscher, 2020. "Editorial for the special issue: Change point detection," Statistical Papers, Springer, vol. 61(4), pages 1347-1349, August.
- Julius Juodakis & Stephen Marsland, 2023. "Epidemic changepoint detection in the presence of nuisance changes," Statistical Papers, Springer, vol. 64(1), pages 17-39, February.
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Keywords
Changepoint detection; Autoregressive time series; Likelihood ratio scan statistics; Multiple testing problems;All these keywords.
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