Artikel

Estimating change points in nonparametric time series regression models

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Language: Englisch

Bibliographic citation: Journal: Statistical Papers ; ISSN: 1613-9798 ; Volume: 61 ; Year: 2020 ; Issue: 4 ; Pages: 1437-1463 ; Berlin, Heidelberg: Springer

Classification: Mathematik
Financial Institutions and Services: General
Business Administration: General

Subject: Change point estimation
Time series
Nonparametric regression
Autoregression
Conditional heteroscedasticity
Consistency
Rates of convergence

Event: Geistige Schöpfung

(who): Mohr, Maria
Selk, Leonie

Event: Veröffentlichung

(who): Springer

(where): Berlin, Heidelberg

(when): 2020

DOI: doi:10.1007/s00362-020-01162-8

Last update: 10.03.2025, 11:42 AM CET

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Mohr, Maria
Selk, Leonie
Springer

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2020

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Estimating change points in nonparametric time series regression models

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Other Objects (12)

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