Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q412602 |
||
| Property / author | |||
| Property / author: William Charky Kengne / rank | |||
Revision as of 21:21, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple breaks detection in general causal time series using penalized quasi-likelihood |
scientific article |
Statements
Multiple breaks detection in general causal time series using penalized quasi-likelihood (English)
0 references
28 May 2013
0 references
change detection
0 references
causal processes
0 references
ARCH(\(\infty\)) processes
0 references
AR(\(\infty\)) processes
0 references
quasi-maximum likelihood estimator
0 references
model selection by penalized likelihood
0 references
