Pages that link to "Item:Q1018645"

The following pages link to Multiscale local change point detection with applications to value-at-risk (Q1018645):

Displaying 25 items.

• On the online estimation of local constant volatilities (Q76074) (← links)
• FDR-control in multiscale change-point segmentation (Q153065) (← links)
• Adaptive estimation of vector autoregressive models with time-varying variance: application to testing linear causality in mean (Q452998) (← links)
• Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles (Q497490) (← links)
• Parameter tuning in pointwise adaptation using a propagation approach (Q834364) (← links)
• From local kernel to nonlocal multiple-model image denoising (Q847522) (← links)
• Uniform change point tests in high dimension (Q892243) (← links)
• Fourier methods for analyzing piecewise constant volatilities (Q1622108) (← links)
• Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
• Managing risk with a realized copula parameter (Q1659106) (← links)
• Consistent change-point detection with kernels (Q1711585) (← links)
• Multiscale blind source separation (Q1750285) (← links)
• Inference for conditional value-at-risk of a predictive regression (Q1996776) (← links)
• Adaptive log-linear zero-inflated generalized Poisson autoregressive model with applications to crime counts (Q2044273) (← links)
• Asymptotic properties of semiparametric \(M\)-estimators with multiple change points (Q2111653) (← links)
• Change-point methods for multivariate time-series: paired vectorial observations (Q2208372) (← links)
• Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)
• Local quantile regression (Q2434697) (← links)
• Multiscale change point detection via gradual bandwidth adjustment in moving sum processes (Q2683184) (← links)
• Time-varying asymmetry and tail thickness in long series of daily financial returns (Q2691782) (← links)
• Transmission Valuation Analysis based on Real Options with Price Spikes (Q2974412) (← links)
• Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675) (← links)
• MODELING NONSTATIONARY AND LEPTOKURTIC FINANCIAL TIME SERIES (Q3450343) (← links)
• TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS (Q3450348) (← links)
• Autocovariance Estimation in Regression with a Discontinuous Signal and <i>m</i>‐Dependent Errors: A Difference‐Based Approach (Q5738832) (← links)