Time Inhomogeneous Multivariate Markov Chains: Detecting and Testing Multiple Structural Breaks Occurring at Unknown Dates

AuthID
 P-00Z-XFY
2
Author(s)
Damásio, B
·
Document Type
Article
Year published
2024
Published
in Chaos, Solitons and Fractals, ISSN: 0960-0779
Volume: 180, Pages: 114478
Indexing
Scopus®
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Publication Identifiers
Scopus: 2-s2.0-85183472738
Source Identifiers
ISSN: 0960-0779
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