Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823): Difference between revisions

@@ Property / author @@
-William Charky Kengne
@@ Property / author: William Charky Kengne / rank @@
-Normal rank
@@ Property / author @@
+William Charky Kengne
@@ Property / author: William Charky Kengne / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+CAPUSHE
@@ Property / describes a project that uses: CAPUSHE / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes
+Normal rank
@@ Property / cites work @@
+Slope heuristics: overview and implementation
@@ Property / cites work: Slope heuristics: overview and implementation / rank @@
+Normal rank
@@ Property / cites work @@
+GARCH processes: structure and estimation
@@ Property / cites work: GARCH processes: structure and estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a change in the parameter values and order of an autoregressive model
+Normal rank
@@ Property / cites work @@
+Break Detection for a Class of Nonlinear Time Series Models
+Normal rank
@@ Property / cites work @@
+Weakly dependent chains with infinite memory
@@ Property / cites work: Weakly dependent chains with infinite memory / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
+Normal rank
@@ Property / cites work @@
+Inference about the change-point in a sequence of random variables
+Normal rank
@@ Property / cites work @@
+Change-point estimation in ARCH models
@@ Property / cites work: Change-point estimation in ARCH models / rank @@
+Normal rank
@@ Property / cites work @@
+An Inequality and Almost Sure Convergence
@@ Property / cites work: An Inequality and Almost Sure Convergence / rank @@
+Normal rank
@@ Property / cites work @@
+The multiple change-points problem for the spectral distribution
+Normal rank
@@ Property / cites work @@
+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
+Normal rank
@@ Property / cites work @@
+A test for a change in a parameter occurring at an unknown point
+Normal rank
@@ Property / cites work @@
+Pseudo-maximum likelihood estimation of \(\text{ARCH}(\infty)\) models
+Normal rank
@@ Property / cites work @@
+Quasi-maximum-likelihood estimation in conditionally heteroscedastic time series: a stochastic recurrence equations approach
+Normal rank
@@ Property / cites work @@
+Estimating the number of change-points via Schwarz' criterion
+Normal rank
@@ Property / OpenAlex ID @@
+W2904240262
@@ Property / OpenAlex ID: W2904240262 / rank @@
+Normal rank