Empirical likelihood for break detection in time series (Q391854): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M07 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G30 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6244527 / rank | |||
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| Property / zbMATH Keywords | |||
estimating equations | |||
| Property / zbMATH Keywords: estimating equations / rank | |||
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level shift | |||
| Property / zbMATH Keywords: level shift / rank | |||
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likelihood ratio test | |||
| Property / zbMATH Keywords: likelihood ratio test / rank | |||
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structural change | |||
| Property / zbMATH Keywords: structural change / rank | |||
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Revision as of 14:18, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood for break detection in time series |
scientific article |
Statements
Empirical likelihood for break detection in time series (English)
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13 January 2014
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estimating equations
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level shift
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likelihood ratio test
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structural change
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