Detection of multiple change-points in multivariate time series (Q2471636)
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scientific article; zbMATH DE number 5236511
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| default for all languages | No label defined |
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| English | Detection of multiple change-points in multivariate time series |
scientific article; zbMATH DE number 5236511 |
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Detection of multiple change-points in multivariate time series (English)
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18 February 2008
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adaptive methods
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change-point detection
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heteroskedasticity
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GARCH processes
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0.8448690176010132
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0.8341265320777893
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0.8246315121650696
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0.818560779094696
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0.8111431002616882
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