Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (Q2742772): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1467-9892.00172 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2105009836 / rank | |||
Normal rank | |||
Latest revision as of 19:16, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Least‐squares Estimation of an Unknown Number of Shifts in a Time Series |
scientific article |
Statements
Least‐squares Estimation of an Unknown Number of Shifts in a Time Series (English)
0 references
23 September 2001
0 references
Hajek-Renyi inequality
0 references
fractional Brownian motion
0 references
detection of change points
0 references
strong mixing processes
0 references
penalized least-squares estimates
0 references
