84 citations · 140 across the 11 of their papers we have counts for
5 papers · 1 filter
A Simple Necessary Condition For Independence of Real-Valued Random Variables
David Draper, Erdong Guo, Robert Lund +1
The standard method to check for the independence of two real-valued random variables -- demonstrating that the bivariate joint distribution factors into the product of its margina…
Seasonal Count Time Series
Jiajie Kong, Robert Lund
Count time series are widely encountered in practice. As with continuous valued data, many count series have seasonal properties. This paper uses a recent advance in stationary cou…
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…