Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Analysis of time series with multiple shifts of levels and volatilities - MaRDI portal

Analysis of time series with multiple shifts of levels and volatilities

From MaRDI portal

Publication:5894348

Jump to:navigation, search

DOI10.5705/SS.2009.237zbMath1225.62124OpenAlexW2151713881MaRDI QIDQ5894348

Publication date: 10 November 2011

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/7300b00f9a1854e8bfe4df823dcdf311e723071b

zbMATH Keywords

hidden Markov model least squares method ARMA model change point break fraction

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

This page was built for publication: Analysis of time series with multiple shifts of levels and volatilities

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5894348&oldid=16183569"