Pages that link to "Item:Q4805739"

The following pages link to Detecting Abrupt Changes by Wavelet Methods (Q4805739):

Displaying 17 items.

• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
• Hypothesis testing by convex optimization (Q491378) (← links)
• Change-point estimation from indirect observations. 1. Minimax complexity (Q731700) (← links)
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
• Confidence sets for split points in decision trees (Q995416) (← links)
• Jump-detection-based estimation in time-varying coefficient models and empirical applications (Q2404166) (← links)
• Optimal change-point estimation from indirect observations (Q2493556) (← links)
• Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram (Q2890091) (← links)
• Curve Fitting Under Jump and Peak Irregularities Using Local Linear Regression (Q2892605) (← links)
• Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process (Q3145403) (← links)
• Change‐Point Tests for the Error Distribution in Non‐parametric Regression (Q3552970) (← links)
• Singularity estimation via structural intensity: applications and modifications (Q3603647) (← links)
• A scale-space approach with wavelets to singularity estimation (Q4671825) (← links)
• Detecting Abrupt Changes by Wavelet Methods (Q4805739) (← links)
• Bootstrap test for change-points in nonparametric regression (Q4831094) (← links)
• Detection and Estimation of Jump Points in Non parametric Regression Function with<i>AR</i>(1) Noise (Q5259115) (← links)
• ACCURATE SIGNAL ESTIMATION NEAR DISCONTINUITIES (Q5697080) (← links)