Analysis of time series with multiple shifts of levels and volatilities (Q5894348)
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scientific article; zbMATH DE number 5970134
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| English | Analysis of time series with multiple shifts of levels and volatilities |
scientific article; zbMATH DE number 5970134 |
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Analysis of time series with multiple shifts of levels and volatilities (English)
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10 November 2011
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ARMA model
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break fraction
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change point
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hidden Markov model
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least squares method
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0.7938805222511292
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0.7650632858276367
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0.7633912563323975
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0.7573678493499756
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0.7569764256477356
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