Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989): Difference between revisions
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| Property / cites work: The wavelet detection of hidden periodicities in time series / rank | |||
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| Property / cites work: Nonparametric function estimation involving time series / rank | |||
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| Property / cites work: Jump and sharp cusp detection by wavelets / rank | |||
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| Property / cites work: Detection of jumps by wavelets in a heteroscedastic autoregressive model / rank | |||
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| Property / cites work: Kernel-type estimators of jump points and values of a regression function / rank | |||
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Latest 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)
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6 March 2002
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heteroscedasticity
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autoregressive model
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jumps
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