Stochastic change-point ARX-GARCH models and their applications to econometric time series (Q2864544)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic change-point ARX-GARCH models and their applications to econometric time series |
scientific article; zbMATH DE number 6232422
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic change-point ARX-GARCH models and their applications to econometric time series |
scientific article; zbMATH DE number 6232422 |
Statements
Stochastic change-point ARX-GARCH models and their applications to econometric time series (English)
0 references
25 November 2013
0 references
ARX-GARCH models
0 references
empirical Bayes
0 references
long memory
0 references
multiple change-points
0 references
recursive adaptive filters
0 references
segmentation
0 references
