Consistency of minimum description length model selection for piecewise stationary time series models (Q1951119): Difference between revisions

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+Time-Dependent Spectral Analysis of Nonstationary Time Series
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+Break detection in the covariance structure of multivariate time series models
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+GARCH processes: structure and estimation
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+Time series: theory and methods.
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+Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
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+On consistency of minimum description length model selection for piecewise autoregressions
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+Structural Break Estimation for Nonstationary Time Series Models
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+Break Detection for a Class of Nonlinear Time Series Models
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+Mixing: Properties and examples
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+The estimation of the order of an ARMA process
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+Asymptotic properties of maximum likelihood estimators in models with multiple change points
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+Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes
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+Q4084474
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+Moment bounds for stationary mixing sequences
@@ Property / cites work: Moment bounds for stationary mixing sequences / rank @@
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+W2013776580
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+Publication:1951119