Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility |
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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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