Generalized threshold latent variable model
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Publication:2002582
DOI10.1214/19-EJS1571zbMath1427.62100OpenAlexW2952056686WikidataQ127630451 ScholiaQ127630451MaRDI QIDQ2002582
Yuanbo Li, Xunze Zheng, Chun Yip Yau
Publication date: 12 July 2019
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1561168838
time seriesergodicitygenetic algorithmcompound Poisson processminimum description length principlemultiple-thresholdpiecewise modeling
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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