Semiparametric method for detecting multiple change points model in financial time series (Q5160204)
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scientific article; zbMATH DE number 7416403
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric method for detecting multiple change points model in financial time series |
scientific article; zbMATH DE number 7416403 |
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Semiparametric method for detecting multiple change points model in financial time series (English)
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28 October 2021
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empirical likelihood
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limit theory
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multiple change points
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semiparametric test
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0.9691534
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0.89397806
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0.8887728
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0.87720716
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0.86654115
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0.86589813
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0.86589813
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