Empirical likelihood for change point detection in autoregressive models (Q2131973)
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scientific article; zbMATH DE number 7514885
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Empirical likelihood for change point detection in autoregressive models |
scientific article; zbMATH DE number 7514885 |
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Empirical likelihood for change point detection in autoregressive models (English)
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27 April 2022
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autoregressive model
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change point analysis
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empirical likelihood
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extreme value distribution
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consistency
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0.8810958862304688
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0.8554720878601074
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0.8392425179481506
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0.820304811000824
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0.8097730875015259
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