scientific article; zbMATH DE number 58691

MaRDI QIDQ4006967zbMATH OpenFDO

Authors Antanas Lipeika, Joana Lipeikienė

Publication date 27 September 1992

zbMATH Keywords

dynamic programmingmultivariate autoregressive sequencesestimation of changepoints

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of mathematical programming (90C90)

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