Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823)
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scientific article; zbMATH DE number 6166964
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple breaks detection in general causal time series using penalized quasi-likelihood |
scientific article; zbMATH DE number 6166964 |
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Multiple breaks detection in general causal time series using penalized quasi-likelihood (English)
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28 May 2013
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change detection
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causal processes
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ARCH(\(\infty\)) processes
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AR(\(\infty\)) processes
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quasi-maximum likelihood estimator
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model selection by penalized likelihood
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0.89052784
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0.88790405
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0.8841606
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0.87344015
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0.86314607
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0.85679317
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0.8489804
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0.8470943
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0.8447946
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