A pairwise likelihood-based approach for changepoint detection in multivariate time series models (Q5384380)
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scientific article; zbMATH DE number 7072120
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| English | A pairwise likelihood-based approach for changepoint detection in multivariate time series models |
scientific article; zbMATH DE number 7072120 |
Statements
A pairwise likelihood-based approach for changepoint detection in multivariate time series models (English)
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24 June 2019
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composite likelihood
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dynamic programming
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multiple changepoints
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structural break
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0.8326109647750854
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0.8209757804870605
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0.81617271900177
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0.8114477396011353
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