Pages that link to "Item:Q291114"

The following pages link to Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114):

Displaying 11 items.

• Testing for change points in partially linear models (Q277056) (← links)
• Asymptotic distribution of the jump change-point estimator (Q692763) (← links)
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
• Jump detection in time series nonparametric regression models: a polynomial spline approach (Q743999) (← links)
• Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms (Q2330731) (← links)
• Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
• Wavelet detection of change points in hazard rate models with censored dependent data (Q3145397) (← links)
• MOSUM monitoring for variance change in nonparametric regression models (Q5085041) (← links)
• Change point estimation in regression model with response missing at random (Q5104513) (← links)
• Ratio tests for variance change in nonparametric regression (Q5169748) (← links)
• Wavelet Analysis of Change Points in Nonparametric Hazard Rate Models Under Random Censorship (Q5419696) (← links)