On consistency of minimum description length model selection for piecewise autoregressions (Q308393)
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scientific article; zbMATH DE number 6623663
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| default for all languages | No label defined |
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| English | On consistency of minimum description length model selection for piecewise autoregressions |
scientific article; zbMATH DE number 6623663 |
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On consistency of minimum description length model selection for piecewise autoregressions (English)
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6 September 2016
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change-point
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structural break
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model selection
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minimum description length
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autoregressive process
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0.8707166910171509
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0.7695794701576233
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0.7478643655776978
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0.7395116686820984
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0.7342578768730164
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