Consistency of minimum description length model selection for piecewise stationary time series models (Q1951119)
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scientific article; zbMATH DE number 6167941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency of minimum description length model selection for piecewise stationary time series models |
scientific article; zbMATH DE number 6167941 |
Statements
Consistency of minimum description length model selection for piecewise stationary time series models (English)
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29 May 2013
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GARCH
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minimum description length (MDL) principle
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multiple change points
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non-stationary time series
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piecewise-stationary processes
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