Dynamic detection of change points in long time series (Q995801)
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scientific article; zbMATH DE number 5189165
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dynamic detection of change points in long time series |
scientific article; zbMATH DE number 5189165 |
Statements
Dynamic detection of change points in long time series (English)
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10 September 2007
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change point models
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GARCH models
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Markov chain Monte Carlo
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particle filter
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sequential Monte Carlo
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state space models
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0.8297470211982727
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0.8244835734367371
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0.8180447220802307
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0.7947828769683838
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