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Detection of jumps by wavelets in a heteroscedastic autoregressive model

✍ Scribed by Heung Wong; Waicheung Ip; Yuan Li

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 120 KB
Volume: 52
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(00)00218-2

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