ACID 发表于 2025-3-21 19:39:15

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Haphazard 发表于 2025-3-21 21:53:36

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demote 发表于 2025-3-22 02:23:41

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繁忙 发表于 2025-3-22 04:52:35

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deface 发表于 2025-3-22 10:23:35

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上下倒置 发表于 2025-3-22 14:44:54

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重叠 发表于 2025-3-22 20:21:34

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引导 发表于 2025-3-23 00:51:17

Adaptive Detection of Multiple Change-Points in Asset Price Volatilityon pen(.), the adaptive procedure for automatically choosing the penalization parameter . is such that the segmentation . does not strongly depend on .. This algorithm is applied to the problem of detection of change-points in the volatility of financial time series, and compared with Vostrikova’s (1981) binary segmentation procedure.

清唱剧 发表于 2025-3-23 03:51:02

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lymphedema 发表于 2025-3-23 08:13:53

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查看完整版本: Titlebook: Long Memory in Economics; Gilles Teyssière,Alan P. Kirman Book 2007 Springer-Verlag Berlin Heidelberg 2007 Long Memory.Stochastic Processe