| dc.date.accessioned | 2019-10-24T13:40:07Z | |
| dc.date.available | 2019-10-24T13:40:07Z | |
| dc.date.issued | 2008 | |
| dc.identifier.uri | http://publications.mfo.de/handle/mfo/3055 | |
| dc.description.abstract | The workshop was concerned with models and tools for nonstationary time series, in particular for those which are piecewise stationary, but where the stochastic structure of the data generating process sometimes changes suddenly. The problem of analyzing such time series data was investigated from various angles, e.g. from the viewpoint of changepoint analysis, of Markov switching models and of nonparametric statistics. | |
| dc.title | Mini-Workshop: Time Series with Sudden Structural Changes | |
| dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | de |
| dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | en |
| dc.identifier.doi | 10.14760/OWR-2008-12 | |
| local.series.id | OWR-2008-12 | |
| local.subject.msc | 62 | |
| local.sortindex | 495 | |
| local.date-range | 24 Feb - 01 Mar 2008 | |
| local.workshopcode | 0809c | |
| local.workshoptitle | Mini-Workshop: Time Series with Sudden Structural Changes | |
| local.organizers | Richard Davis, New York; Jürgen Franke, Kaiserslautern | |
| local.report-name | Workshop Report 2008,12 | |
| local.opc-photo-id | 0809c | |
| local.publishers-doi | 10.4171/OWR/2008/12 | |
| local.ems-reference | Davis Richard, Franke Jürgen: Mini-Workshop: Time Series with Sudden Structural Changes. Oberwolfach Rep. 5 (2008), 557-586. doi: 10.4171/OWR/2008/12 | |
