Heuristic-Adaptive Search for Regimes in a String of Data,
Abstract
Contents: A heuristic-adaptive algorithm for regime identification; Linear analysis; Modeling performance of heuristic-adaptive algorithm; Robustness studies.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1974
- Accession Number
- AD0784473
Entities
People
- Beng-tung Ang
Organizations
- Brown University