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  • Search: subject:"changepoint problem"
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Year of publication
Subject
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changepoint problem 4 Bellman principle 3 Zeitreihenanalyse 3 segmented regressions 3 structural change 3 R 2 S 2 Statistischer Test 2 Strukturbruch 2 Theorie 2 Time series analysis 2 ARCH model 1 ARCH-Modell 1 Autocorrelation 1 Autokorrelation 1 Bayesian inference 1 Changepoint problem 1 Estimation theory 1 Heteroscedasticity 1 Heteroskedastizität 1 Nonstationarity 1 Random coefficient autoRegression 1 Schätztheorie 1 Statistical test 1 Statistischer Test (STW) 1 Structural break 1 Strukturbruch (STW) 1 Theorie (STW) 1 Theory 1 Weighted CUSUM process 1 Zeitreihenanalyse (STW) 1 hierarchical model 1 incomplete catalogue 1 seismic zonation 1
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Online availability
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Free 3 Undetermined 2
Type of publication
All
Book / Working Paper 3 Article 2
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 3 Undetermined 2
Author
All
Hornik, Kurt 3 Kleiber, Christian 3 Krämer, Walter 3 Zeileis, Achim 3 Garavaglia, E. 1 Horváth, Lajos 1 Rotondi, R. 1 Trapani, Lorenzo 1
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Institution
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1
Published in...
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 1 Natural Hazards 1 Technical Report 1 Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 1 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1
Source
All
ECONIS (ZBW) 2 RePEc 2 EconStor 1
Showing 1 - 5 of 5
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Changepoint detection in heteroscedastic random coefficient autoregressive models
Horváth, Lajos; Trapani, Lorenzo - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 4, pp. 1300-1314
Persistent link: https://www.econbiz.de/10014448637
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Testing and dating of structural changes in practice
Zeileis, Achim; Kleiber, Christian; Krämer, Walter; … - 2002
The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the literature for testing against structural changes as well as a dynamic programming algorithm for the...
Persistent link: https://www.econbiz.de/10010316542
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Cover Image
Testing and dating of structural changes in practice
Zeileis, Achim; Kleiber, Christian; Krämer, Walter; … - Institut für Wirtschafts- und Sozialstatistik, … - 2002
The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the literature for testing against structural changes as well as a dynamic programming algorithm for the...
Persistent link: https://www.econbiz.de/10010982402
Saved in:
Cover Image
Testing and dating of structural changes in practice
Zeileis, Achim; Kleiber, Christian; Krämer, Walter; … - 2002
The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the literature for testing against structural changes as well as a dynamic programming algorithm for the...
Persistent link: https://www.econbiz.de/10009770910
Saved in:
Cover Image
Statistical Analysis of the Completeness of a Seismic Catalogue
Rotondi, R.; Garavaglia, E. - In: Natural Hazards 25 (2002) 3, pp. 245-258
Among the numerous issues that the study of seismic events presents, theincompleteness of catalogues is certainly one of the most important. It is also one that only the contribution of many and different skills canprovide with a valid solution. In this paper the search for the complete part of...
Persistent link: https://www.econbiz.de/10010846335
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