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Detecting and estimating changepoints in nonlinear autoregressive models using simulated data
1 : Université Chouaib Doukkali, Faculté des Sciences d'El Jadida
* : Auteur correspondant
This paper presents a simulation study of change-point detection of parametric conditional heteroscedastic autoregressive nonlinear (CHARN) models. A simulation experiment is carried and applied to the sets of real data.
- Poster
