Detection of multiple change-points in multivariate time series (Q2471636)

From MaRDI portal
Revision as of 16:09, 27 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
Detection of multiple change-points in multivariate time series
scientific article

    Statements

    Detection of multiple change-points in multivariate time series (English)
    0 references
    0 references
    0 references
    18 February 2008
    0 references
    adaptive methods
    0 references
    change-point detection
    0 references
    heteroskedasticity
    0 references
    GARCH processes
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references