Mode Identification of Volatility in Time-Varying Autoregression (Q4648567): Difference between revisions
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scientific article; zbMATH DE number 6104688
Language | Label | Description | Also known as |
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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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