16 citations · 16 across the 2 of their papers we have counts for
2 papers
stat.ME2015
A robust approach for estimating change-points in the mean of an AR(p) process
Souhil Chakar
We consider the problem of change-points estimation in the mean of an AR(p) process. Taking into account the dependence structure does not allow us to use the approach of the indep…
math.ST2014★ 16 cited
A robust approach for estimating change-points in the mean of an AR(1) process
Souhil Chakar, Émilie Lebarbier, Céline Lévy-Leduc +1
We consider the problem of multiple change-point estimation in the mean of a Gaussian AR(1) process. Taking into account the dependence structure does not allow us to use the dynam…