segMGarch (Q147029): Difference between revisions

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Property / programmed in
 
Property / programmed in: R / rank
Normal rank
 
Property / imports
 
Property / imports: Rcpp / rank
Normal rank
 
Property / imports: Rcpp / qualifier
 
Property / imports
 
Property / imports: foreach / rank
Normal rank
 
Property / imports
 
Property / imports: iterators / rank
Normal rank
 
Property / imports
 
Property / imports: doParallel / rank
Normal rank
 
Property / imports
 
Property / imports: fGarch / rank
Normal rank
 
Property / imports
 
Property / imports: corpcor / rank
Normal rank
 
Property / imports
 
Property / imports: mvtnorm / rank
Normal rank
 
Property / Software Heritage ID
 
Property / Software Heritage ID: swh:1:snp:c5b01d4111b60c45e99f22dbfc19c3d669cb59f4 / rank
Normal rank
 
Property / Software Heritage ID: swh:1:snp:c5b01d4111b60c45e99f22dbfc19c3d669cb59f4 / qualifier
 
Property / Software Heritage ID: swh:1:snp:c5b01d4111b60c45e99f22dbfc19c3d669cb59f4 / qualifier
point in time: +2020-04-13T21:29:52Z
Timestamp+2020-04-13T21:29:52Z
Timezone+00:00
CalendarGregorian
Precision1 second
Before0
After0
 
Property / imports
 
Property / imports: Rcpp / rank
 
Normal rank
Property / imports
 
Property / imports: foreach / rank
 
Normal rank
Property / imports
 
Property / imports: iterators / rank
 
Normal rank
Property / imports
 
Property / imports: doParallel / rank
 
Normal rank
Property / imports
 
Property / imports: fGarch / rank
 
Normal rank
Property / imports
 
Property / imports: corpcor / rank
 
Normal rank
Property / imports
 
Property / imports: mvtnorm / rank
 
Normal rank
Property / programmed in
 
Property / programmed in: R / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: Software / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 20:00, 12 March 2024

Multiple Change-Point Detection for High-Dimensional GARCH Processes
Language Label Description Also known as
English
segMGarch
Multiple Change-Point Detection for High-Dimensional GARCH Processes

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    17 January 2019
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    1.2
    17 January 2019
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    Identifiers

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