Non-monotonic penalizing for the number of structural breaks (Q2259336)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Non-monotonic penalizing for the number of structural breaks |
scientific article |
Statements
Non-monotonic penalizing for the number of structural breaks (English)
0 references
3 March 2015
0 references
breaks in the drift
0 references
random walk
0 references
subset selection
0 references
variable selection
0 references