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

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B70
@@ Property / Mathematics Subject Classification ID: 91B70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6561162
@@ Property / zbMATH DE Number: 6561162 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+change points in volatility
@@ Property / zbMATH Keywords: change points in volatility / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+least squares
@@ Property / zbMATH Keywords: least squares / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+nonparametric estimation
@@ Property / zbMATH Keywords: nonparametric estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+asymptotic properties
@@ Property / zbMATH Keywords: asymptotic properties / rank @@
+Normal rank

Revision as of 13:48, 27 June 2023