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Posts tagged "frequentist"

Detecting Trend Changes in Time-Series Data: A Frequentist and Parametric Approach

  • 11 October 2023
  • Author: Hamza FILALI
  • Language: en
  • Category: change-point detection
  • Tags: "frequentist" "econometrics" "linear regression" "change-point"

Detecting trend changes in time-series can offer valuable insights for various applications. There are multiple ways to approach this problem, and each method comes with its own set of assumptions and intricacies.

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