HYBRID RESAMPLING CONFIDENCE INTERVALS FOR CHANGE-POINT OR STATIONARY HIGH-DIMENSIONAL STOCHASTIC REGRESSION MODELS (Q5072147)
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scientific article; zbMATH DE number 7513913
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| English | HYBRID RESAMPLING CONFIDENCE INTERVALS FOR CHANGE-POINT OR STATIONARY HIGH-DIMENSIONAL STOCHASTIC REGRESSION MODELS |
scientific article; zbMATH DE number 7513913 |
Statements
HYBRID RESAMPLING CONFIDENCE INTERVALS FOR CHANGE-POINT OR STATIONARY HIGH-DIMENSIONAL STOCHASTIC REGRESSION MODELS (English)
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25 April 2022
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change-point ARX-GARCH models
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coverage probability of credible and confidence intervals
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double block bootstrap
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hidden Markov models and particle filters
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sequential Monte Carlo
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sparsity and variable selection
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