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

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Property / DOI: 10.1016/j.jeconom.2004.02.008 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2004.02.008 / rank
 
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Property / OpenAlex ID: W2163537640 / rank
 
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Latest revision as of 12:48, 9 December 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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