Detecting multiple mean breaks at unknown points in official time series

Mathematics and Computers in Simulation

Volumn 78, Issue 2-3, 2008, Pages 351-356

  Cappelli, Carmela ^a   Penny, Richard N ^b   Rea, William S ^c   Reale, Marco ^c  

^a UNIVERSITY OF NAPLES FEDERICO II   (Italy)

^b Statistics New Zealand   (New Zealand)

^c UNIVERSITY OF CANTERBURY   (New Zealand)

Author keywords

Partitioning; Regression trees; X 12 ARIMA

Indexed keywords

LEAST SQUARES APPROXIMATIONS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

MULTIPLE MEAN BREAKS; REGRESSION TREES;

TREES (MATHEMATICS);

EID: 43449125901     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matcom.2008.01.041     Document Type: Article

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