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

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+Change-point problem and bootstrap
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+Effect of dependence on statistics for determination of change
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+BANDWIDTH SELECTION IN KERNEL SMOOTHING OF TIME SERIES
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+MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
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+Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
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+Change point estimation using nonparametric regression
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+The functional law of the iterated logarithm for stationary strongly mixing sequences
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+Detection of jumps by wavelets in a heteroscedastic autoregressive model
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+Approximating the distribution of the maximum likelihood estimate of the change-point in a sequence of independent random variables
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