Change-point model selection via AIC (Q498057)
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scientific article; zbMATH DE number 6485574
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Change-point model selection via AIC |
scientific article; zbMATH DE number 6485574 |
Statements
Change-point model selection via AIC (English)
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25 September 2015
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Brownian motion
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functional central limit theorem
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information criterion
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irregularity
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random walk
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structural change
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0.8480351567268372
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0.8047240376472473
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0.7576978802680969
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0.7555093765258789
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0.7455108165740967
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