Estimating change points in nonparametric time series regression models
Year of publication: |
2020
|
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Authors: | Mohr, Maria ; Selk, Leonie |
Published in: |
Statistical Papers. - Berlin, Heidelberg : Springer, ISSN 1613-9798. - Vol. 61.2020, 4, p. 1437-1463
|
Publisher: |
Berlin, Heidelberg : Springer |
Subject: | Change point estimation | Time series | Nonparametric regression | Autoregression | Conditional heteroscedasticity | Consistency | Rates of convergence |
Saved in:
freely available
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1007/s00362-020-01162-8 [DOI] |
Classification: | g05 ; g08 ; G20 - Financial Institutions and Services. General ; M10 - Business Administration. General |
Source: |
Persistent link: https://www.econbiz.de/10014504066
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