Wavelet identification of structural change points in volatility models for time series (Q3071707)
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scientific article; zbMATH DE number 5846730
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| English | Wavelet identification of structural change points in volatility models for time series |
scientific article; zbMATH DE number 5846730 |
Statements
5 February 2011
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wavelet coefficients
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kernel estimation
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0.8563588261604309
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0.8372567892074585
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0.8323851227760315
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0.802017867565155
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0.7955286502838135
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