On consistency of minimum description length model selection for piecewise autoregressions (Q308393)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On consistency of minimum description length model selection for piecewise autoregressions
scientific article

    Statements

    On consistency of minimum description length model selection for piecewise autoregressions (English)
    0 references
    0 references
    0 references
    0 references
    6 September 2016
    0 references
    0 references
    change-point
    0 references
    structural break
    0 references
    model selection
    0 references
    minimum description length
    0 references
    autoregressive process
    0 references
    0 references
    0 references
    0 references
    0 references