Multiscale local change point detection with applications to value-at-risk (Q1018645)
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scientific article; zbMATH DE number 5555709
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Multiscale local change point detection with applications to value-at-risk |
scientific article; zbMATH DE number 5555709 |
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Multiscale local change point detection with applications to value-at-risk (English)
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20 May 2009
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volatility model
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adaptive estimation
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local homogeneity
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0.8124327659606934
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0.8115959763526917
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0.8065090775489807
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0.8019940853118896
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0.7975021600723267
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