Estimating change points in nonparametric time series regression models (Q2208375)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating change points in nonparametric time series regression models |
scientific article |
Statements
Estimating change points in nonparametric time series regression models (English)
0 references
2 November 2020
0 references
change point estimation
0 references
time series
0 references
nonparametric regression
0 references
autoregression
0 references
conditional heteroscedasticity
0 references
consistency
0 references
rates of convergence
0 references
0 references
0 references
0 references
0 references
0 references
