Structural changes estimation for strongly dependent processes
DOI10.1080/00949655.2011.653643zbMATH Open1453.62644OpenAlexW1980226244MaRDI QIDQ5218917FDOQ5218917
Authors: Li Song, Pascal Bondon 
Publication date: 6 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.653643
Recommendations
non-stationary time serieslong-memorygenetic algorithmstructural changeminimum description length principle
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Approximation methods and heuristics in mathematical programming (90C59) Signal detection and filtering (aspects of stochastic processes) (60G35)
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Cited In (6)
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- Estimation and identification of periodic autoregressive models with one exogenous variable
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Uses Software
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