Semiparametric method for identifying multiple change-points in financial market (Q5086296)
From MaRDI portal
scientific article; zbMATH DE number 7553258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric method for identifying multiple change-points in financial market |
scientific article; zbMATH DE number 7553258 |
Statements
Semiparametric method for identifying multiple change-points in financial market (English)
0 references
5 July 2022
0 references
empirical likelihood
0 references
limit theory
0 references
multiple change-points model
0 references
semiparametric
0 references
