Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Q3121550 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The wavelet detection of hidden periodicities in time series / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Nonparametric function estimation involving time series / 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: Detection of jumps by wavelets in a heteroscedastic autoregressive model / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Kernel-type estimators of jump points and values of a regression function / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Detection of the number, locations and magnitudes of jumps / rank | |||
Normal rank |
Revision as of 22:06, 3 June 2024
scientific article; zbMATH DE number 1687521
Language | Label | Description | Also known as |
---|---|---|---|
English | Detection of jumps by wavelets in a heteroscedastic autoregressive model |
scientific article; zbMATH DE number 1687521 |
Statements
Detection of jumps by wavelets in a heteroscedastic autoregressive model (English)
0 references
6 March 2002
0 references
heteroscedasticity
0 references
autoregressive model
0 references
jumps
0 references