Mode Identification of Volatility in Time-Varying Autoregression (Q4648567): Difference between revisions

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Latest revision as of 20:20, 5 July 2024

scientific article; zbMATH DE number 6104688
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English
Mode Identification of Volatility in Time-Varying Autoregression
scientific article; zbMATH DE number 6104688

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    Mode Identification of Volatility in Time-Varying Autoregression (English)
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    9 November 2012
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    local stationarity
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    modality
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    time series
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