Semiparametric method for identifying multiple change-points in financial market (Q5086296): Difference between revisions

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Latest revision as of 12:58, 29 July 2024

scientific article; zbMATH DE number 7553258
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English
Semiparametric method for identifying multiple change-points in financial market
scientific article; zbMATH DE number 7553258

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    Semiparametric method for identifying multiple change-points in financial market (English)
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    5 July 2022
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    empirical likelihood
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    limit theory
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    multiple change-points model
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    semiparametric
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