Multiscale jump testing and estimation under complex temporal dynamics (Q6565327)
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scientific article; zbMATH DE number 7874424
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| English | Multiscale jump testing and estimation under complex temporal dynamics |
scientific article; zbMATH DE number 7874424 |
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Multiscale jump testing and estimation under complex temporal dynamics (English)
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2 July 2024
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diverging number of jumps
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local CUSUM procedure
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nonstationary time series
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optimal estimation accuracy
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