Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Nonparametric Pricing of Interest Rate Derivative Securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating continuous-time stochastic volatility models of the short-term interest rate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detecting Abrupt Changes by Wavelet Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change‐point monitoring in linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4082864 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric quasi-likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring Structural Change / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Intertemporal General Equilibrium Model of Asset Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4348180 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of Distributions Generated by Stationary Stochastic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric inference on structural breaks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapting to Unknown Smoothness via Wavelet Shrinkage / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax estimation via wavelet shrinkage / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4328414 / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON TESTING FOR SERIAL CORRELATION WITH A WAVELET-BASED SPECTRAL DENSITY ESTIMATOR IN MULTIVARIATE TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recursive stability analysis of linear regression relationships. An exploratory methodology / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local linear regression smoothers and their minimax efficiencies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3125064 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient estimation of conditional variance functions in stochastic regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: On choosing a non-integer resolution level when using wavelet methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet-Based Testing for Serial Correlation of Unknown Form in Panel Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4807275 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monitoring changes in linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the detection of changes in autoregressive time series. II: Resampling procedures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5624460 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Threshold variable selection by wavelets in open-loop threshold autoregressive models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Economic applications and statistical analysis of the cusp catastrophe model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Effect of Serial Correlation on the Performance of CUSUM Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bootstrapping Sequential Change-Point Tests / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTING FOR SERIAL CORRELATION OF UNKNOWN FORM USING WAVELET METHODS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4238470 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change point estimation using nonparametric regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate probability density deconvolution for stationary random processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change-points in nonparametric regression analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5509408 / rank
 
Normal rank
Property / cites work
 
Property / cites work: SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of a regression function with a sharp change point using boundary wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Wavelet estimation of a regression function with a sharp change point in a random design / rank
 
Normal rank
Property / cites work
 
Property / cites work: Frequentist optimality of Bayesian wavelet shrinkage rules for Gaussian and non-Gaussian noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Minimax estimation of sharp change points / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4818525 / rank
 
Normal rank
Property / cites work
 
Property / cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic normality of the recursive kernel regression estimate under dependence conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3395931 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Limit Theorems for Random Functions. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Jump and sharp cusp detection by wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Function estimation via wavelet shrinkage for long-memory data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4363983 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Change Curve Estimation via Wavelets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4238467 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Detection of jumps by wavelets in a heteroscedastic autoregressive model / rank
 
Normal rank

Latest revision as of 08:45, 12 July 2024

scientific article
Language Label Description Also known as
English
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
scientific article

    Statements

    Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    4 August 2016
    0 references
    \(\lambda\)-sharp cusp
    0 references
    asymptotic distribution
    0 references
    convergence
    0 references
    discretized estimator
    0 references
    integral estimator
    0 references
    jump
    0 references
    leave-one-out cross validation
    0 references
    Lipschitz continuous
    0 references
    normal distribution
    0 references
    resolution level selection
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references