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The application of regression trees to detecting multiple structural breaks in the mean of a time series
(University of Canterbury. Dept. of Mathematics and Statistics., 2007)
A non parametric approach is proposed for dating structural breaks whose number and dates of occurrence are a priori unknown. In particular, the case of level shifts is considered. For the purpose of locating the breakdates ...
Detecting changes in mean levels with atheoretical regression trees.
(University of Canterbury. Dept. of Mathematics and Statistics, 2005)
In this paper the study of long term changes in lake mean water levels is faced as a problem of detecting multiple structural breaks in the mean occurring at unknown dates. We propose a non parametric approach that ...