CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS     2010 26 (2):  207-219    ISSN: 1001-4268:  CN: 31-1256 / O1

Wavelet Identification of Structural Change Points in Volatility Models for Time Series
Wang Jingle,Liu Weiqi
School of Mathematical Sciences,Shanxi University
Received 1900-01-01  Revised 1900-01-01  Online 2010-04-20
Reference  

Corresponding author: Wang Jingle