2 citations · 2 across the 3 of their papers we have counts for
4 papers
Good Practices and Common Pitfalls in Climate Time Series Changepoint Techniques: A Review
Robert B. Lund, Claudie Beaulieu, Rebecca Killick +2
Climate changepoint (homogenization) methods abound today, with a myriad of techniques existing in both the climate and statistics literature. Unfortunately, the appropriate change…
Detecting changes in covariance via random matrix theory
Sean Ryan, Rebecca Killick
A novel method is proposed for detecting changes in the covariance structure of moderate dimensional time series. This non-linear test statistic has a number of useful properties.…
Graphical Influence Diagnostics for Changepoint Models
Ines Wilms, Rebecca Killick, David S. Matteson
Changepoint models enjoy a wide appeal in a variety of disciplines to model the heterogeneity of ordered data. Graphical influence diagnostics to characterize the influence of sing…
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…