Fourier methods for analyzing piecewise constant volatilities
type: Item
instance of: scholarly article
title: Fourier methods for analyzing piecewise constant volatilities
zbMATH Open document ID: 1443.62121
author: Y. Aharonov
published in: AStA. Advances in Statistical Analysis
publication date: 2018-11-12T00:00:00Z
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6976413
zbMATH Keywords: change point analysis
zbMATH Keywords: variance
zbMATH Keywords: piecewise identical distribution
zbMATH Keywords: independence
zbMATH Keywords: weight function
MaRDI profile type: Publication
full work available at URL: s10182-017-0288-1
OpenAlex ID: W2508034108
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DOI: 10.1007/S10182-017-0288-1
description: scientific article; zbMATH DE number 6976413