Detection of a changepoint, a mean-shift accompanied with a trend change, in short time-series with autocorrelation

Erla Sturludottir, Helga Gunnlaugsdottir, Olafur K. Nielsen, Gunnar Stefansson. Detection of a changepoint, a mean-shift accompanied with a trend change, in short time-series with autocorrelation. Communications in Statistics - Simulation and Computation, 46(7):5808-5818, 2017. [doi]

Abstract

Abstract is missing.