most citedA robust approach for estimating change-points in the mean of an AR(1) process

16 citations · 16 across the 1 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

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…