In the multiple changepoint setting, various search methods have been proposed, which involve optimizing either a constrained or penalized cost function over possible numbers and locations of changepo
We consider estimation of the asymptotic covariance matrix in non-stationary time series. A non-parametric estimator that is robust against unknown forms of trends and possibly a divergent number of c
We consider the analysis of sets of categorical sequences consisting of piecewise homogeneous Markov segments. The sequences are assumed to be governed by a common underlying process with segments occ
This paper develops methods to estimate a long-term trend in a daily snow depth record. The methods use a storage equation model for the daily snow depths that allows for seasonality, support set feat