segMGarch (Q147029)
From MaRDI portal
Multiple Change-Point Detection for High-Dimensional GARCH Processes
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | segMGarch |
Multiple Change-Point Detection for High-Dimensional GARCH Processes |
Statements
17 January 2019
0 references
expanded from: GPL (≥ 2) (English)
0 references
