Specification and structural break tests for additive models with applications to realized variance data (Q2354863)
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scientific article; zbMATH DE number 6464822
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| English | Specification and structural break tests for additive models with applications to realized variance data |
scientific article; zbMATH DE number 6464822 |
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Specification and structural break tests for additive models with applications to realized variance data (English)
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27 July 2015
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additive models
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backfitting
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nonparametric time series analysis
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specification tests
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structural break tests
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realized variance
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heterogeneous autoregressive model
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0.8607735
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0.8603106
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0.8596626
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0.85828924
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0.8581451
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