Autocovariance estimation in the presence of changepoints
Author:
Funder
National Science Foundation
Engineering and Physical Sciences Research Council
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s42952-022-00173-5.pdf
Reference29 articles.
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3. Brockwell, P. J., & Davis, R. A. (1991). time series: Theory and methods (2nd ed.). New York City: Springer.
4. Chakar, S., Lebarbier, E., Lévy-Leduc, C., & Robin, S. (2017). A robust approach for estimating change-points in the mean of an $$\text{ AR }(1)$$ process. Bernoulli, 23(2), 1408–1447.
5. Chakravarthy, N., Spanias, A., Iasemidis, L. D., & Tsakalis, K. (2004). Autoregressive modeling and feature analysis of DNA sequences. EURASIP Journal on Advances in Signal Processing, 2004(1), 1–16.
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