New penalty in information criteria for the ARCH sequence with structural changes
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Publication:6548868
Cites work
- scientific article; zbMATH DE number 1247156 (Why is no real title available?)
- scientific article; zbMATH DE number 1048663 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
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- Change-point estimation in ARCH models
- Change-point model selection via AIC
- Detecting gradual changes in locally stationary processes
- Detecting parameter shift in garch models
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating and Testing Structural Changes in Multivariate Regressions
- Estimating the dimension of a model
- Estimating the number of change-points via Schwarz' criterion
- Generalised information criteria in model selection
- Gradual changes versus abrupt changes.
- Information criteria for detecting change-points in the Cox proportional hazards model
- Model selection in irregular problems: Applications to mapping quantitative trait loci
- Model selection principles in misspecified models
- Multi-threshold accelerated failure time model
- Multithreshold change plane model: estimation theory and applications in subgroup identification
- Optimal test for Markov switching parameters
- Testing for parameter changes in ARCH models
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The joint density of the maximum and its location for a Wiener process with drift
- The minimum of an additive process with applications to signal estimation and storage theory
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