Stochastic change-point ARX-GARCH models and their applications to econometric time series (Q2864544)
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scientific article; zbMATH DE number 6232422
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| English | Stochastic change-point ARX-GARCH models and their applications to econometric time series |
scientific article; zbMATH DE number 6232422 |
Statements
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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0.8171687126159668
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0.7947828769683838
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0.7896018028259277
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0.775020182132721
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