Nonparametric statistical analysis of structural change points in volatility models for dependent time series (Q2917959)
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scientific article; zbMATH DE number 6091665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric statistical analysis of structural change points in volatility models for dependent time series |
scientific article; zbMATH DE number 6091665 |
Statements
5 October 2012
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\(\beta\)-mixed processes
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nonparametric heteroscedastic model
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change points in volatility
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locally linear estimation
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asymptotic normality
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Nonparametric statistical analysis of structural change points in volatility models for dependent time series (English)
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