AR1seg
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Software:32212
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Source code repository: https://github.com/cran/AR1seg
Related Items (10)
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 ⋮ Bump detection in the presence of dependency: does it ease or does it load? ⋮ Multiple change point detection and validation in autoregressive time series data ⋮ Estimation and inference of time-varying auto-covariance under complex trend: a difference-based approach ⋮ Robust algorithms for multiphase regression models ⋮ A robust approach for estimating change-points in the mean of an \(\mathrm{AR}(1)\) process ⋮ A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals ⋮ Changepoint detection in non-exchangeable data ⋮ Autocovariance estimation in the presence of changepoints
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