Nonparametric estimation of structural change points in volatility models for time series (Q262749): Difference between revisions
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Revision as of 15:18, 8 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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