Nonparametric estimation of structural change points in volatility models for time series (Q262749): Difference between revisions

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Revision as of 16:18, 11 July 2024

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Nonparametric estimation of structural change points in volatility models for time series
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    Nonparametric estimation of structural change points in volatility models for time series (English)
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    30 March 2016
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    change points in volatility
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    least squares
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    nonparametric estimation
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    asymptotic properties
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