3 citations · 6 across the 11 of their papers we have counts for
3 papers · 1 filter
Changepoint Detection: An Analysis of the Central England Temperature Series
Xueheng Shi, Claudie Beaulieu, Rebecca Killick +1
This paper presents a statistical analysis of structural changes in the Central England temperature series, one of the longest surface temperature records available. A changepoint…
Autocovariance Estimation in the Presence of Changepoints
Colin Gallagher, Rebecca Killick, Robert Lund +1
This article studies estimation of a stationary autocovariance structure in the presence of an unknown number of mean shifts. Here, a Yule-Walker moment estimator for the autoregre…
A Comparison of Single and Multiple Changepoint Techniques for Time Series Data
Xueheng Shi, Colin Gallagher, Robert Lund +1
This paper describes and compares several prominent single and multiple changepoint techniques for time series data. Due to their importance in inferential matters, changepoint res…