Nonparametric estimation of structural change points in volatility models for time series (Q262749): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:51, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of structural change points in volatility models for time series |
scientific article |
Statements
Nonparametric estimation of structural change points in volatility models for time series (English)
0 references
30 March 2016
0 references
change points in volatility
0 references
least squares
0 references
nonparametric estimation
0 references
asymptotic properties
0 references
