Semiparametric detection of changepoints in location, scale, and copula

Gaurav Agarwal, Idris A. Eckley, Paul Fearnhead. Semiparametric detection of changepoints in location, scale, and copula. Statistical Analysis and Data Mining, 16(5):456-473, October 2023. [doi]

Authors

Gaurav Agarwal

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Idris A. Eckley

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Paul Fearnhead

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