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]

Authors

Erla Sturludottir

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Helga Gunnlaugsdottir

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Olafur K. Nielsen

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Gunnar Stefansson

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