Title of article :
Detection of jumps by wavelets in a heteroscedastic autoregressive model
Author/Authors :
Heung Wong، نويسنده , , Waicheung Ip، نويسنده , , Zhong-Yuan LI، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2001
Pages :
8
From page :
365
To page :
372
Keywords :
Heteroscedasticity , Autoregressive model , Jumps , wavelets
Journal title :
Statistics and Probability Letters
Serial Year :
2001
Journal title :
Statistics and Probability Letters
Record number :
139598
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=139598
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