Shan Zhao, G. W. Wei. Jump process for the trend estimation of time series. Computational Statistics & Data Analysis, 42(1-2):219-241, 2003. [doi]
@article{ZhaoW03,
title = {Jump process for the trend estimation of time series},
author = {Shan Zhao and G. W. Wei},
year = {2003},
doi = {10.1016/S0167-9473(02)00125-1},
url = {http://dx.doi.org/10.1016/S0167-9473(02)00125-1},
researchr = {https://researchr.org/publication/ZhaoW03},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {42},
number = {1-2},
pages = {219-241},
}