Semiparametric method for identifying multiple change-points in financial market

DOI10.1080/03610918.2017.1359285OpenAlexW2749113506MaRDI QIDQ5086296

Boping Tian, Shuxia Zhang

Publication date: 5 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1359285

zbMATH Keywords

empirical likelihoodsemiparametriclimit theorymultiple change-points model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• A goodness-of-fit test for logistic regression models based on case-control data
• Testing and Locating Variance Changepoints with Application to Stock Prices

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