Stochastic change-point ARX-GARCH models and their applications to econometric time series (Q2864544)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic change-point ARX-GARCH models and their applications to econometric time series |
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Stochastic change-point ARX-GARCH models and their applications to econometric time series (English)
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25 November 2013
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ARX-GARCH models
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empirical Bayes
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long memory
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multiple change-points
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recursive adaptive filters
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segmentation
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