Variance Estimation in Heteroscedastic Models by Undecimated Haar Transform (Q5265810)

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scientific article; zbMATH DE number 6467409
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Variance Estimation in Heteroscedastic Models by Undecimated Haar Transform
scientific article; zbMATH DE number 6467409

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    Variance Estimation in Heteroscedastic Models by Undecimated Haar Transform (English)
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    29 July 2015
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    analysis-prior
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    heteroscedasticity
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    piecewise constant functions
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    undecimated Haar transform
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