{"entities":{"Q262749":{"pageid":264516,"ns":120,"title":"Item:Q262749","lastrevid":60532848,"modified":"2026-04-10T17:34:15Z","type":"item","id":"Q262749","labels":{"en":{"language":"en","value":"Nonparametric estimation of structural change points in volatility models for time series"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6561162"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$72D6937E-30ED-4E1F-A10E-0F294D847D08","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"2ca4a391f55dcc67740ff7b6d0f7c8a1067613c8","datavalue":{"value":{"text":"Nonparametric estimation of structural change points in volatility models for time series","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q262749$E2C20A0D-4E3C-4A9B-BF51-15C1D113DE61","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2fad2850909acf83d3d5794a160b02b1a9d48d10","datavalue":{"value":"1335.62126","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q262749$DA12C75C-65C9-4821-8B8A-887EB5881454","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"58280d47fe1e76cbed0382c42201074e8cf05178","datavalue":{"value":{"entity-type":"item","numeric-id":262747,"id":"Q262747"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$46B49E9A-A49F-4CDF-96FC-D409B53F3A9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a49c207ddf09d0f743f92c621955c50cb70a0e81","datavalue":{"value":{"entity-type":"item","numeric-id":262748,"id":"Q262748"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$05CF38EB-0F23-4124-85F4-48FF3D10E44D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e8c7fa9515c253bcc102c9d1530871fcae2e9504","datavalue":{"value":{"entity-type":"item","numeric-id":256750,"id":"Q256750"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$646FBDF8-B324-4A87-B44C-C71CBA8235CC","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"332658daa53d60e95e1d3b2af72a36f10dd4dd47","datavalue":{"value":{"entity-type":"item","numeric-id":58362,"id":"Q58362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$6A91CCD0-E4B8-4D4B-8472-BC34F45F601E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"a93cdc2fd4c07fd027466bbd383632dc6ccce51b","datavalue":{"value":{"time":"+2016-03-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q262749$5447DF6E-7591-4D1E-8A13-179AA4361CE0","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q262749$257A4F57-06E0-413D-A75C-89B76F5B3149","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q262749$E2810BFE-5BAF-41BA-9467-5DFCE5B26736","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q262749$A1EB5DA6-967E-41CB-A7AE-F6B856210084","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q262749$4D10E040-EDD1-493F-BB52-0AC126AD90CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q262749$B77F7839-B5FA-41E0-8817-1E0F80DA6E09","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6ec699e19fb7b9c3c78ef978eb2aad9aca00f4a4","datavalue":{"value":"6561162","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q262749$BE31017F-9725-44BB-81FA-573AE2983F31","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"47648caa7918d47c3fbd5f46e6846d5d9da01aee","datavalue":{"value":"change points in volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q262749$EB7D689B-F340-46CA-8157-11ED21115E2C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b0082b67332b9b331348e7b1df93637c0e347301","datavalue":{"value":"least squares","type":"string"},"datatype":"string"},"type":"statement","id":"Q262749$36CDBB74-60D9-4B15-9267-5CDDC0805B61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"84978731c8825f988196d10c588876c4d62e2da4","datavalue":{"value":"nonparametric estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q262749$3BD3659B-2648-41B2-9F5B-D3DB93F89268","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fad79bafbd21dfcfb56ade5bf07d65a9f40f5be0","datavalue":{"value":"asymptotic properties","type":"string"},"datatype":"string"},"type":"statement","id":"Q262749$BDD42750-2844-47A1-8DF5-1298EC40F583","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$05007CE7-C1C3-406A-A95E-90EC3A6E9E41","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"eb470c9429d485b127170ef206bb90399edb2083","datavalue":{"value":"https://doi.org/10.1016/j.jeconom.2004.02.008","type":"string"},"datatype":"url"},"type":"statement","id":"Q262749$F65C57D8-72E0-4BCD-B933-1EE3D75FC2A0","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a5bbebeb8e9d8449b46c094aba5f9944c3d28c40","datavalue":{"value":"W2163537640","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q262749$D92C1E23-3F02-4C89-8AB3-82C255A2E83E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"4ccde7b0a03a42faf4b062e7283c4867db8f91ec","datavalue":{"value":{"entity-type":"item","numeric-id":3837406,"id":"Q3837406"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$D2D100FE-7524-4B5A-902D-E8E828602BEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f17abd5757f7bf70a62dfe977225e3b9e79ab96","datavalue":{"value":{"entity-type":"item","numeric-id":1361628,"id":"Q1361628"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$980D0DA6-B747-4925-8074-87FA19AF707A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"11b03939fdcd8bb0a07b154f3bf298fe30760727","datavalue":{"value":{"entity-type":"item","numeric-id":4319842,"id":"Q4319842"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$05A22F24-4C7C-4725-BABB-1BFB491925F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"864a1497f937260838699d3f902444dfdffc1ed3","datavalue":{"value":{"entity-type":"item","numeric-id":4530902,"id":"Q4530902"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$7A5BCC78-2772-4617-A9B7-AD1A18837CD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"30a8552b1aac3e2c72e1e3076bf8a4bb38cc3e8b","datavalue":{"value":{"entity-type":"item","numeric-id":1112497,"id":"Q1112497"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$327EC9AD-0B94-4D87-8660-059660CF7EF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$80164575-7691-468B-8950-FAEC8FB0D26A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"973c2b64c760625adb5ea982c6b3142c22035968","datavalue":{"value":{"entity-type":"item","numeric-id":1807180,"id":"Q1807180"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$7A6C6034-BFF4-4A57-A1E2-78D79B0312EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1938958e673f1d2079d84dd70f49dfd825a62f27","datavalue":{"value":{"entity-type":"item","numeric-id":4348180,"id":"Q4348180"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$731B6DD1-E65C-48CB-B805-D549C800B673","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"38c737d215d6feba206099c745aba7e3fa957df5","datavalue":{"value":{"entity-type":"item","numeric-id":1973431,"id":"Q1973431"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$D14D8B62-C79C-448B-A48D-24931286A5FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$F37E50B1-3292-461B-B98F-815CFEA25DC2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f0744fc595458a9eb0da16b7ce9f01c6546c2af","datavalue":{"value":{"entity-type":"item","numeric-id":3125064,"id":"Q3125064"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$034FEE50-8E0F-4310-8223-247FEADC810E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"76d221f51bb356d66c224cfc0031a161f0218da3","datavalue":{"value":{"entity-type":"item","numeric-id":4216694,"id":"Q4216694"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$07609E19-DEC8-4289-A7E6-C4B46F237754","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8cebccdd11d2a79c0354f4241e06573a510ec8e1","datavalue":{"value":{"entity-type":"item","numeric-id":1372929,"id":"Q1372929"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$17F0E9CB-BB08-434B-8F24-4A7F45C6EB6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6a5164fad7ac748fa4c713eaf39ca3b4592f4682","datavalue":{"value":{"entity-type":"item","numeric-id":5595606,"id":"Q5595606"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$17E74088-D5C8-490E-A560-F690DA6F74A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cad527c103911bace9e752e45d5f5ff2dc9f1cf0","datavalue":{"value":{"entity-type":"item","numeric-id":4314928,"id":"Q4314928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$8A15C80B-3A60-47C5-90DE-7B7F53B45230","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"afec616db63a2addddb382df594da9a2298db5e5","datavalue":{"value":{"entity-type":"item","numeric-id":4870530,"id":"Q4870530"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$9E0D15A1-DD88-47D5-943B-285D22581CBD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3fdd5baf0c2e32aa16b93f91662769be6df8aefa","datavalue":{"value":{"entity-type":"item","numeric-id":4337819,"id":"Q4337819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$E2C7D781-DE65-4A17-9D19-B3E06353B52C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"178594d8c23d6c28dd0b16d1a75468784cbce3a5","datavalue":{"value":{"entity-type":"item","numeric-id":3365348,"id":"Q3365348"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$A6F25CF5-0BB9-466B-8F29-73832F10EF2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7fd8fe455145413dd139677d5a86a4569ebd11bc","datavalue":{"value":{"entity-type":"item","numeric-id":1236370,"id":"Q1236370"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$94532495-931B-47AC-A750-998971BC17D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"83cc9973b0df2897806a43237f95c1d3c6b9de31","datavalue":{"value":{"entity-type":"item","numeric-id":1354400,"id":"Q1354400"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$B2745E70-AFDC-4956-97EA-F542AC02CC82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"de9a655693b7d06dea42a23e5cdb4635a4cec106","datavalue":{"value":{"entity-type":"item","numeric-id":1343351,"id":"Q1343351"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$441BE5AD-A1C5-435E-BDA5-5803FCE67DA3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"edf951c01019f489dcf389fd66d850a54a7566e5","datavalue":{"value":{"entity-type":"item","numeric-id":1902947,"id":"Q1902947"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$89BDD1C9-D189-4658-AABD-51F355CEAE0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"696e81a21a052845430c1535f98a7f7032348209","datavalue":{"value":{"entity-type":"item","numeric-id":5951989,"id":"Q5951989"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$AFABA1D8-516D-4FC3-839F-4FECEE719590","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3fb9ab0a657209f324343f56f8bf0080b83df3a9","datavalue":{"value":{"entity-type":"item","numeric-id":1106578,"id":"Q1106578"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q262749$CCC8BB37-6EDE-4907-AB21-126DC8C90946","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"4f6ce78face4442c1678fbdaf758e488125e2f89","datavalue":{"value":"10.1016/J.JECONOM.2004.02.008","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q262749$286D9FDF-A458-4122-AC7C-488677CF733E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7a62cdac7fa70536c78b79584677c2d27724e280","datavalue":{"value":{"entity-type":"item","numeric-id":2917959,"id":"Q2917959"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5f0b8cd8c8fd7ef60bc35667e21f7320aeba2123","datavalue":{"value":{"amount":"+0.9051548838615416","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q262749$F1672B1F-AC35-41F5-A547-6A54A03D8BDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"61465b097d45a16d8635fbeed44b63f121cd7fa8","datavalue":{"value":{"entity-type":"item","numeric-id":4927828,"id":"Q4927828"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"65751d7110200f47a93a845197ed7984a366d13c","datavalue":{"value":{"amount":"+0.8435333371162415","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q262749$DC3CDC57-AA19-4DC7-94BC-39FE6E0FEF27","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2de1da32aa900f59c7307afb492a037780b7b0b0","datavalue":{"value":{"entity-type":"item","numeric-id":3071707,"id":"Q3071707"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f13eb3b56a571b5f18e45592d21523888d7a0381","datavalue":{"value":{"amount":"+0.8372567892074585","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q262749$16CFCED4-23B0-4AE1-AACC-888DE02D5B39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b86a45d4b3d0773cf4e48193426d832329034d88","datavalue":{"value":{"entity-type":"item","numeric-id":5001014,"id":"Q5001014"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cca643fd4cf41c6c3a47a877fabe0a831f340506","datavalue":{"value":{"amount":"+0.8263294696807861","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q262749$35AB65BE-C3F4-4993-BF2C-9ACE985B6F3C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4ca5d9d1d71b11cde1a0b67a3edf767e45e20f04","datavalue":{"value":{"entity-type":"item","numeric-id":2403429,"id":"Q2403429"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f1db9722a54d8bcc613a0db557f191753ef3e5e0","datavalue":{"value":{"amount":"+0.8052131533622742","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q262749$72975B63-AA86-47EB-8F94-8F4CE6052386","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Nonparametric estimation of structural change points in volatility models for time series","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Nonparametric_estimation_of_structural_change_points_in_volatility_models_for_time_series"}}}}}