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Multiple breaks detection in general causal time series using penalized quasi-likelihood
Jean-Marc Bardet, William Kengne, Olivier Wintenberger
Department of Mathematical Sciences
20
Citations (Scopus)
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Dive into the research topics of 'Multiple breaks detection in general causal time series using penalized quasi-likelihood'. Together they form a unique fingerprint.
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Mathematics
Penalized Quasi-likelihood
100%
Time series
57%
Penalty
45%
ARCH Models
43%
Regularization Parameter
35%
Distinct
33%
Term
26%
AR Model
23%
Algorithm Complexity
22%
GARCH
21%
Quasi-likelihood
20%
Estimator
19%
Date
19%
Data-driven
18%
Dynamic Programming
16%
Slope
15%
Choose
14%
Tend
12%
Moment
11%
Infinity
11%
Line
10%
Model
10%
Observation
10%
Class
4%
Business & Economics
Multiple Breaks
98%
Quasi-likelihood
95%
Penalty
34%
Regularization
33%
ARCH Models
30%
Estimator
20%
GARCH
12%
Dynamic Programming
12%