Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple breaks detection in general causal time series using penalized quasi-likelihood |
scientific article |
Statements
Multiple breaks detection in general causal time series using penalized quasi-likelihood (English)
0 references
28 May 2013
0 references
change detection
0 references
causal processes
0 references
ARCH(\(\infty\)) processes
0 references
AR(\(\infty\)) processes
0 references
quasi-maximum likelihood estimator
0 references
model selection by penalized likelihood
0 references
0 references
