Change Point Analysis and Regime Switching Models
نویسندگان
چکیده
Change points and changing regimes can be observed in many statistical time series. In this paper we analyze the most influential approaches of modeling these occurrences. Along with the theory some of the most interesting applications are presented. We find out that use of terminology is not unique, leading to considerable differences between the models, as will be pointed out.
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تاریخ انتشار 2010