Break Detection for a Class of Nonlinear Time Series Models (Q3552855): Difference between revisions

@@ Property / cites work @@
+Estimating and Testing Linear Models with Multiple Structural Changes
+Normal rank
@@ Property / cites work @@
+SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Genetic algorithms and their statistical applications: an introduction
+Normal rank
@@ Property / cites work @@
+Q5312865
@@ Property / cites work: Q5312865 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a change in the parameter values and order of an autoregressive model
+Normal rank
@@ Property / cites work @@
+Structural Break Estimation for Nonstationary Time Series Models
+Normal rank
@@ Property / cites work @@
+Monte Carlo maximum likelihood estimation for non-Gaussian state space models
+Normal rank
@@ Property / cites work @@
+Exact Bayesian curve fitting and signal segmentation
+Normal rank
@@ Property / cites work @@
+Subset ARMA Model Identification Using Genetic Algorithms
+Normal rank
@@ Property / cites work @@
+Model Selection and the Principle of Minimum Description Length
+Normal rank
@@ Property / cites work @@
+A procedure for the modeling of non-stationary time series
+Normal rank
@@ Property / cites work @@
+Signal Extraction Problems in Seismology
@@ Property / cites work: Signal Extraction Problems in Seismology / rank @@
+Normal rank
@@ Property / cites work @@
+The use of approximating models in Monte Carlo maximum likelihood estimation.
+Normal rank
@@ Property / cites work @@
+Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
+Normal rank
@@ Property / cites work @@
+Estimating the number of change points in a sequence of independent normal random variables
+Normal rank
@@ Property / cites work @@
+An Introduction to Coding Theory and the Two-Part Minimum Description Length Principle
+Normal rank
@@ Property / cites work @@
+Q4780495
@@ Property / cites work: Q4780495 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4344418
@@ Property / cites work: Q4344418 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series
+Normal rank
@@ Property / cites work @@
+Automatic Statistical Analysis of Bivariate Nonstationary Time Series
+Normal rank
@@ Property / cites work @@
+Testing and estimating change-points in time series
+Normal rank
@@ Property / cites work @@
+Estimation of stochastic volatility models via Monte Carlo maximum likelihood
+Normal rank
@@ Property / cites work @@
+Q3870176
@@ Property / cites work: Q3870176 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the number of change-points via Schwarz' criterion
+Normal rank
@@ Property / cites work @@
+A regression model for time series of counts
@@ Property / cites work: A regression model for time series of counts / rank @@
+Normal rank