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95
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MCS
2008
Springer
120
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Pattern Recognition
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MCS 2008
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Detecting multiple mean breaks at unknown points in official time series
15 years 2 months ago
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www.math.canterbury.ac.nz
In this paper, we propose a computationally effective approach to detect multiple structural breaks in the mean occurring at unknown dates. We present a non-parametric approach th...
Carmela Cappelli, Richard N. Penny, William S. Rea...
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