3 citations · 3 across the 3 of their papers we have counts for
3 papers
math.ST2021
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…
stat.ME2021★ 3 cited
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…
stat.ME2019
Estimating Unknown Cycles in Geophysical data
Xueheng Shi, Colin Gallagher
Examples of cyclic (periodic) behavior in geophysical data abound. In many cases the primary period is known, such as in daily measurements of rain, temperature, and sea level. How…