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Communications in Statistics - Simulation and Computation Volume 49, 2020 - Issue 6
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Original Articles

Semiparametric method for identifying multiple change-points in financial market

Shuxia ZhangDepartment of Mathematics and Statistics, Jiangsu Normal University, Xuzhou, Jiangsu, China; View further author information
&
Boping TianDepartment of Mathematics, Harbin Institute of Technology, Harbin, Heilongjiang, ChinaCorrespondence[email protected]
View further author information
Pages 1429-1444 | Received 09 Nov 2016, Accepted 07 Jul 2017, Published online: 23 Apr 2020

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