Change-point estimation in ARCH models (Q1572832): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change-point estimation in ARCH models |
scientific article |
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Change-point estimation in ARCH models (English)
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14 November 2002
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change-point estimation
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stationarity
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simulations
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cross-covariance function
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ARCH models
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