Piecewise autoregression for general integer-valued time series (Q826981)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7290650
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Piecewise autoregression for general integer-valued time series |
scientific article; zbMATH DE number 7290650 |
Statements
Piecewise autoregression for general integer-valued time series (English)
0 references
6 January 2021
0 references
multiple change-points
0 references
model selection
0 references
integer-valued time series
0 references
Poisson quasi-maximum likelihood
0 references
penalized quasi-likelihood
0 references
slope heuristic
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.773678183555603
0 references
0.7697758078575134
0 references
0.7696513533592224
0 references
0.7663871049880981
0 references
0.7624393105506897
0 references
