@article{8b94b282f01c4771ba6a26dbe4cac324,
title = "Multiple breaks detection in general causal time series using penalized quasi-likelihood",
keywords = "Change detection, causal processes, ARCH(infinity) processes, AR(infinity) processes, quasi-maximum likelihood estimator, model selection by penalized likelihood",
author = "Jean-Marc Bardet and William Kengne and Olivier Wintenberger",
year = "2012",
doi = "10.1214/12-EJS680",
language = "English",
volume = "6",
pages = "435--477",
journal = "Electronic Journal of Statistics",
issn = "1935-7524",
publisher = "nstitute of Mathematical Statistics",
}