Monitoring Volatility Change for Time Series Based on Support Vector Regression - researchr publication related

researchr

You are not signed in
Sign in
Sign up

Sangyeol Lee, Chang Kyeom Kim, Dongwuk Kim. Monitoring Volatility Change for Time Series Based on Support Vector Regression. Entropy, 22(11):1312, 2020. [doi]

The following publications are possibly variants of this publication:

Hybrid CUSUM Change Point Test for Time Series with Time-Varying Volatilities Based on Support Vector RegressionSangyeol Lee, Chang Kyeom Kim, Sangjo Lee. entropy, 22(5):578, 2020. [doi]

Conditional quantile change test for time series based on support vector regressionChang Kyeom Kim, Sangyeol Lee. cssc, 52(11):5567-5584, November 2023. [doi]

Change Point Test for the Conditional Mean of Time Series of Counts Based on Support Vector RegressionSangyeol Lee, Sangjo Lee. entropy, 23(4):433, 2021. [doi]

runs on WebDSL