Nonparametric estimation of structural change points in volatility models for time series (Q262749): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2004.02.008 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2163537640 / rank | |||
Normal rank | |||
Revision as of 01:23, 20 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
