On consistency of minimum description length model selection for piecewise autoregressions (Q308393)

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scientific article; zbMATH DE number 6623663
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On consistency of minimum description length model selection for piecewise autoregressions
scientific article; zbMATH DE number 6623663

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    On consistency of minimum description length model selection for piecewise autoregressions (English)
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    6 September 2016
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    change-point
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    structural break
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    model selection
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    minimum description length
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    autoregressive process
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