Computational approximation of the likelihood ratio for testing the existence of change-points in a heteroscedastic series (Q5218881)
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scientific article; zbMATH DE number 7177679
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational approximation of the likelihood ratio for testing the existence of change-points in a heteroscedastic series |
scientific article; zbMATH DE number 7177679 |
Statements
Computational approximation of the likelihood ratio for testing the existence of change-points in a heteroscedastic series (English)
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6 March 2020
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change-point estimation
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quadratic penalization
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heteroscedastic temporal series
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numerical approximation
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maximum likelihood estimation
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