2.7k citations · 2.8k across the 32 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2020★ 14 cited
The Local Partial Autocorrelation Function and Some Applications
Rebecca Killick, Marina I. Knight, Guy P. Nason +1
The classical regular and partial autocorrelation functions are powerful tools for stationary time series modelling and analysis. However, it is increasingly recognized that many t…
math.ST2019★ 4 cited
Consistency of a range of penalised cost approaches for detecting multiple changepoints
Chao Zheng, Idris A. Eckley, Paul Fearnhead
A common approach to detect multiple changepoints is to minimise a measure of data fit plus a penalty that is linear in the number of changepoints. This paper shows that the genera…