Semiparametric method for detecting multiple change points model in financial time series
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Publication:5160204
DOI10.1080/03610926.2017.1316401OpenAlexW2738648092MaRDI QIDQ5160204
Publication date: 28 October 2021
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1316401
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cites Work
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