Estimating and testing multiple structural breaks in nonparametric regressions

DOI10.1111/JTSA.70037MaRDI QIDQ7402263zbMATH OpenFDO

Authors Yiqiu Cao, Zhonghao Fu, Yongmiao Hong, Xia Wang, Xingtong Zhang

Publication date 2026

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/JTSA.70037

zbMATH Keywords

asset pricingFourier transformnonparametric regressionstructural breaks

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

Cites work

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