Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility |
scientific article; zbMATH DE number 6589672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility |
scientific article; zbMATH DE number 6589672 |
Statements
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (English)
0 references
6 June 2016
0 references
nonparametric regression
0 references
wavelet coefficient
0 references
change points
0 references
kernel estimation
0 references
local polynomial smoother
0 references
conditional heteroscedastic variance
0 references
\(\alpha\)-mixing
0 references
0 references
0 references
0 references
