Artikel
Estimating change points in nonparametric time series regression models
- Sprache
-
Englisch
- Erschienen in
-
Journal: Statistical Papers ; ISSN: 1613-9798 ; Volume: 61 ; Year: 2020 ; Issue: 4 ; Pages: 1437-1463 ; Berlin, Heidelberg: Springer
- Klassifikation
-
Mathematik
Financial Institutions and Services: General
Business Administration: General
- Thema
-
Change point estimation
Time series
Nonparametric regression
Autoregression
Conditional heteroscedasticity
Consistency
Rates of convergence
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Mohr, Maria
Selk, Leonie
- Ereignis
-
Veröffentlichung
- (wer)
-
Springer
- (wo)
-
Berlin, Heidelberg
- (wann)
-
2020
- DOI
-
doi:10.1007/s00362-020-01162-8
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Mohr, Maria
- Selk, Leonie
- Springer
Entstanden
- 2020
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