Empirical likelihood for change point detection in autoregressive models (Q2131973)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical likelihood for change point detection in autoregressive models |
scientific article |
Statements
Empirical likelihood for change point detection in autoregressive models (English)
0 references
27 April 2022
0 references
autoregressive model
0 references
change point analysis
0 references
empirical likelihood
0 references
extreme value distribution
0 references
consistency
0 references
0 references
0 references
0 references
0 references
