Open AccessDiscontinuous log-variance function estimation with log-residuals adjusted by an estimator of jump size
Author(s) -
Hyeseon Hong,
Jib Huh
Publication year - 2017
Publication title -
eung'yong tong'gye yeon'gu/the korean journal of applied statistics
Language(s) - English
Resource type - Journals
eISSN - 2383-5818
pISSN - 1225-066X
DOI - 10.5351/kjas.2017.30.2.259
Subject(s) - estimator , statistics , jump , mathematics , estimation , variance (accounting) , function (biology) , econometrics , physics , economics , management , accounting , quantum mechanics , evolutionary biology , biology