Parameter estimation and change-point detection for process AR(p)/ARCH(q) with unknown parameters | Vestnik Tomskogo gosudarstvennogo universiteta. Upravlenie, vychislitelnaja tehnika i informatika – Tomsk State University Journal of Control and Computer Science. 2019. № 46. DOI: 10.17223/19988605/46/5

Parameter estimation and change-point detection for process AR(p)/ARCH(q) with unknown parameters

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Keywords

change-point detection, AR/ARCH, guaranteed parameter estimation

Authors

Name	Organization	E-mail
Vorobeychikov Sergey E.	Tomsk State University	sev@mail.tsu.ru
Burkatovskaya Yulia B.	Tomsk Polytechnic University	tracey@tpu.ru

Всего: 2

References

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