Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (Q6190740)
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: Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models |
scientific article; zbMATH DE number 7813816
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models |
scientific article; zbMATH DE number 7813816 |
Statements
Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models (English)
0 references
6 March 2024
0 references
changepoint problem
0 references
heteroscedasticity
0 references
nonstationarity
0 references
random coefficient autoregression
0 references
weighted CUSUM process
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
