segMGarch (Q147029): Difference between revisions

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Property / imports
 
Property / imports: Rcpp / rank
 
Normal rank
Property / imports
 
Property / imports: foreach / rank
 
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Property / imports
 
Property / imports: iterators / rank
 
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Property / imports
 
Property / imports: doParallel / rank
 
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Property / imports
 
Property / imports: fGarch / rank
 
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Property / imports
 
Property / imports: corpcor / rank
 
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Property / imports
 
Property / imports: mvtnorm / rank
 
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Property / programmed in
 
Property / programmed in: R / rank
 
Normal rank

Revision as of 16:07, 9 February 2024

Multiple Change-Point Detection for High-Dimensional GARCH Processes
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segMGarch
Multiple Change-Point Detection for High-Dimensional GARCH Processes

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    17 January 2019
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    1.2
    17 January 2019
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