Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989)
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scientific article; zbMATH DE number 1687521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of jumps by wavelets in a heteroscedastic autoregressive model |
scientific article; zbMATH DE number 1687521 |
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Detection of jumps by wavelets in a heteroscedastic autoregressive model (English)
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6 March 2002
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heteroscedasticity
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autoregressive model
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jumps
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