On consistency of minimum description length model selection for piecewise autoregressions (Q308393): Difference between revisions
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Property / author: Richard A. Davis / rank | |||
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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Property / zbMATH DE Number: 6623663 / rank | |||
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change-point | |||
Property / zbMATH Keywords: change-point / rank | |||
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structural break | |||
Property / zbMATH Keywords: structural break / rank | |||
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model selection | |||
Property / zbMATH Keywords: model selection / rank | |||
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minimum description length | |||
Property / zbMATH Keywords: minimum description length / rank | |||
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autoregressive process | |||
Property / zbMATH Keywords: autoregressive process / rank | |||
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Revision as of 00:29, 28 June 2023
scientific article
Language | Label | Description | Also known as |
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English | On consistency of minimum description length model selection for piecewise autoregressions |
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On consistency of minimum description length model selection for piecewise autoregressions (English)
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6 September 2016
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change-point
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structural break
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model selection
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minimum description length
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autoregressive process
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