Dynamic Detection of Change Points in Long Time Series
| Year of publication: |
2007
|
|---|---|
| Authors: | Chopin, Nicolas |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 59.2007, 2, p. 349-366
|
| Publisher: |
Springer |
| Subject: | Change point models | GARCH models | Markov chain Monte Carlo | Particle filter | Sequential Monte Carlo | State state models |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616195