Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114)
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scientific article; zbMATH DE number 6589672
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| English | Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility |
scientific article; zbMATH DE number 6589672 |
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Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (English)
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6 June 2016
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nonparametric regression
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wavelet coefficient
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change points
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kernel estimation
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local polynomial smoother
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conditional heteroscedastic variance
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\(\alpha\)-mixing
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0.881222128868103
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0.8764374852180481
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0.8532692193984985
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0.8428184390068054
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0.8405148386955261
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