A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals

Olivier Bock, Xavier Collilieux, François Guillamon, Emilie Lebarbier, Claire Pascal. A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals. Statistics and Computing, 30(1):195-207, 2020. [doi]

Authors

Olivier Bock

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Xavier Collilieux

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François Guillamon

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Emilie Lebarbier

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Claire Pascal

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