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Gradient-based structural change detection for nonstationary time series M-estimation - MaRDI portal

Gradient-based structural change detection for nonstationary time series M-estimation (Q1650076)

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scientific article; zbMATH DE number 6897927
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English
Gradient-based structural change detection for nonstationary time series M-estimation
scientific article; zbMATH DE number 6897927

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    Gradient-based structural change detection for nonstationary time series M-estimation (English)
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    29 June 2018
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    M-estimation
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    piecewise local stationarity
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    bootstrap
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    structural change
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