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