Break Detection for a Class of Nonlinear Time Series Models (Q3552855): Difference between revisions
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Revision as of 09:23, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Break Detection for a Class of Nonlinear Time Series Models |
scientific article |
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Break Detection for a Class of Nonlinear Time Series Models (English)
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22 April 2010
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generalized autoregressive conditionally heteroscedastic processes
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genetic algorithm
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minimum description length principle
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model selection
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multiple change points
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non-stationary time series
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state-space models
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stochastic volatility models
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