Break detection for a class of nonlinear time series models (Q3552855)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5697512
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Break detection for a class of nonlinear time series models |
scientific article; zbMATH DE number 5697512 |
Statements
Break Detection for a Class of Nonlinear Time Series Models (English)
0 references
22 April 2010
0 references
generalized autoregressive conditionally heteroscedastic processes
0 references
genetic algorithm
0 references
minimum description length principle
0 references
model selection
0 references
multiple change points
0 references
non-stationary time series
0 references
state-space models
0 references
stochastic volatility models
0 references
0 references
0 references
0.8706258535385132
0 references
0.8007314205169678
0 references
0.7857940793037415
0 references
0.7784121036529541
0 references
