On change-point detection in volatile series using GARCH models (Q2408327)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On change-point detection in volatile series using GARCH models |
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On change-point detection in volatile series using GARCH models (English)
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12 October 2017
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GARCH model
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change-point
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squared CUSUM test
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Brownian bridge
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weak convergence
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