Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740)
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scientific article; zbMATH DE number 7813816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models |
scientific article; zbMATH DE number 7813816 |
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Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (English)
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6 March 2024
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changepoint problem
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heteroscedasticity
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nonstationarity
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random coefficient autoregression
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weighted CUSUM process
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