In this article we present a computationally efficient method for finding multiple structural breaks at unknown dates based on regression trees. We outline the procedure and present the results of a simulation study to assess the performance of the method and to compare it with the procedure...

Time series analysis in frequency domain has always been an active area of research. Theorists often employ techniques in frequency domain to advance current understanding on complex time series properties and develop useful toolboxes for practical time series analysis. This chapter reviews...