A Composite Likelihood‐based Approach forMultiple Change‐point Detection in Spatial‐temporal Models
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All Author(s) ListMA, Ting Fung, YAU Chun Yip
Name of ConferenceQuantitative Methods in Finance 2013
Start Date of Conference17/12/2013
Proceedings TitleQuantitative Methods in Finance 2013
Year2013
Month12
Day17
LanguagesEnglish-United Kingdom
KeywordsComposite likelihood; Information Criteria; Minimum Description Length principle

Last updated on 2018-24-01 at 13:00