Specification and structural break tests for additive models with applications to realized variance data (Q2354863)

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Specification and structural break tests for additive models with applications to realized variance data
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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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