Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62G08 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G07 / rank | |||
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number: 6589672 / rank | |||
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| Property / zbMATH Keywords | |||
nonparametric regression | |||
| Property / zbMATH Keywords: nonparametric regression / rank | |||
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wavelet coefficient | |||
| Property / zbMATH Keywords: wavelet coefficient / rank | |||
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change points | |||
| Property / zbMATH Keywords: change points / rank | |||
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kernel estimation | |||
| Property / zbMATH Keywords: kernel estimation / rank | |||
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local polynomial smoother | |||
| Property / zbMATH Keywords: local polynomial smoother / rank | |||
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conditional heteroscedastic variance | |||
| Property / zbMATH Keywords: conditional heteroscedastic variance / rank | |||
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\(\alpha\)-mixing | |||
| Property / zbMATH Keywords: \(\alpha\)-mixing / rank | |||
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Revision as of 20:48, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility |
scientific article |
Statements
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (English)
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6 June 2016
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nonparametric regression
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wavelet coefficient
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change points
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kernel estimation
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local polynomial smoother
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conditional heteroscedastic variance
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\(\alpha\)-mixing
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