Estimating change points in nonparametric time series regression models
| Year of publication: |
2020
|
|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Article |
| Language: | English |
| Other identifiers: | 10.1007/s00362-020-01162-8 [DOI] hdl:10419/288387 [Handle] |
| Classification: | g05 ; g08 ; G20 - Financial Institutions and Services. General ; M10 - Business Administration. General |
| Source: |
Persistent link: https://www.econbiz.de/10014504066