Multiscale local change point detection with applications to value-at-risk (Q1018645)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale local change point detection with applications to value-at-risk |
scientific article |
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Multiscale local change point detection with applications to value-at-risk (English)
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20 May 2009
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volatility model
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adaptive estimation
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local homogeneity
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