Detection of Change Points in Volatility of Non-Parametric Regression by Wavelets

Detection of Change Points in Volatility of Non-Parametric Regression by Wavelets

Wang Jingle, Zheng Ming

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PDF(286 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2012, Vol. 28 ›› Issue (4) : 413-438.

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Detection of Change Points in Volatility of Non-Parametric Regression by Wavelets

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