Estimating change points in nonparametric time series regression models (Q2208375)
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scientific article; zbMATH DE number 7268964
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| English | Estimating change points in nonparametric time series regression models |
scientific article; zbMATH DE number 7268964 |
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Estimating change points in nonparametric time series regression models (English)
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2 November 2020
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change point estimation
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time series
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nonparametric regression
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autoregression
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conditional heteroscedasticity
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consistency
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rates of convergence
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0.8425736427307129
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0.8286644220352173
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0.8280109167098999
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0.8268687129020691
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0.8190566897392273
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