Detection of multiple change-points in multivariate time series (Q2471636): Difference between revisions
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Latest revision as of 20:34, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of multiple change-points in multivariate time series |
scientific article |
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Detection of multiple change-points in multivariate time series (English)
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18 February 2008
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adaptive methods
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change-point detection
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heteroskedasticity
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GARCH processes
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