Piecewise quantile autoregressive modeling for nonstationary time series (Q502853)
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scientific article
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Piecewise quantile autoregressive modeling for nonstationary time series |
scientific article |
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Piecewise quantile autoregressive modeling for nonstationary time series (English)
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11 January 2017
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autoregressive time series
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change-point
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genetic algorithm
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minimum description length principle
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nonstationary time series
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structural break
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0.8226116895675659
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0.7843504548072815
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0.7758484482765198
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0.7663871049880981
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0.758459210395813
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