Conditional quantile change test for time series based on support vector regression (Q6141736)
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scientific article; zbMATH DE number 7793005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional quantile change test for time series based on support vector regression |
scientific article; zbMATH DE number 7793005 |
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Conditional quantile change test for time series based on support vector regression (English)
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23 January 2024
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change point detection
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quantile regression
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residual CUSUM test
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support vector regression
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time series with heteroscedastic volatilities
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