Break Detection for a Class of Nonlinear Time Series Models (Q3552855): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q484037 |
||
| Property / author | |||
| Property / author: Thomas C. M. Lee / rank | |||
Revision as of 10:23, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Break Detection for a Class of Nonlinear Time Series Models |
scientific article |
Statements
Break Detection for a Class of Nonlinear Time Series Models (English)
0 references
22 April 2010
0 references
generalized autoregressive conditionally heteroscedastic processes
0 references
genetic algorithm
0 references
minimum description length principle
0 references
model selection
0 references
multiple change points
0 references
non-stationary time series
0 references
state-space models
0 references
stochastic volatility models
0 references
