Mini-workshop: Time series with sudden structural changes. Abstracts from the mini-workshop held February 24 -- March 1, 2008.

DOI10.4171/OWR/2008/12MaRDI QIDQ1047738zbMATH OpenFDO

Authors

Publication date 5 January 2010

Published in Oberwolfach Reports (Search for Journal in Brave)

Full work available at URL http://www.ems-ph.org/journals/show_abstract.php?issn=1660-8933&vol=5&iss=1&rank=12

Mathematics Subject Classification ID

Collections of abstracts of lectures (00B05) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(3)

• Mini-workshop: Semiparametric modelling of multivariate economic time series with changing dynamics. Abstracts from the mini-workshop held January 17th -- January 23rd, 2010.
• Statistical inference for complex time series data. Abstracts from the workshop held September 22--28, 2013.
• A TIME SERIES MODEL WITH SUDDENLY CHANGING PARAMETERS

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