Dom-Owens-UoB

Dom Owens's repositories

Methods for data segmentation under a sparse regression model

Language:RMIT3 10

MOSUM procedure for multiple change point estimation

Language:Jupyter NotebookMIT200

R package for change-points estimation in linear regression model via DP and SGL

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Personal website Dom-Owens-UoB.github.io

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moving sum data segmentation for VAR models

Language:C++MIT1 10

Implements methods for estimating graphical Granger causality

Language:R100

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A Julia package for the detection of multiple changepoints in time series.

Language:JuliaNOASSERTION000

COMPASS SM1/SC1 financial data project

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data segmentation and forecasting for VAR-driven factor models

Language:RMIT020