Structural changes estimation for strongly dependent processes (Q5218917): Difference between revisions

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Revision as of 20:20, 19 March 2024

scientific article; zbMATH DE number 7177784
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English
Structural changes estimation for strongly dependent processes
scientific article; zbMATH DE number 7177784

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    Structural changes estimation for strongly dependent processes (English)
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    6 March 2020
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    structural change
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    minimum description length principle
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    long-memory
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    non-stationary time series
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    genetic algorithm
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