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Change-point tests for the tail parameter of Long Memory Stochastic
  Volatility time series

Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series

4 June 2020
Annika Betken
D. Giraudo
Rafal Kulik
ArXiv (abs)PDFHTML

Papers citing "Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series"

1 / 1 papers shown
Title
Higher-order approximation for uncertainty quantification in time series
  analysis
Higher-order approximation for uncertainty quantification in time series analysis
M. Duker
Annika Betken
38
0
0
02 Nov 2022
1