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