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20192024
most citedA Comparison of Single and Multiple Changepoint Techniques for Time Series Data

3 citations · 5 across the 4 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

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…