On consistency of minimum description length model selection for piecewise autoregressions (Q308393): Difference between revisions
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English | On consistency of minimum description length model selection for piecewise autoregressions |
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On consistency of minimum description length model selection for piecewise autoregressions (English)
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6 September 2016
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change-point
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structural break
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model selection
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minimum description length
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autoregressive process
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