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Non-monotonic penalizing for the number of structural breaks - MaRDI portal

Non-monotonic penalizing for the number of structural breaks (Q2259336)

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Non-monotonic penalizing for the number of structural breaks
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    Non-monotonic penalizing for the number of structural breaks (English)
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    3 March 2015
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    breaks in the drift
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    random walk
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    subset selection
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    variable selection
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