Pages that link to "Item:Q995794"

The following pages link to Jump-preserving regression and smoothing using local linear fitting: a compromise (Q995794):

Displaying 33 items.

• Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
• Testing for change points in partially linear models (Q277056) (← links)
• Adaptive jump-preserving estimates in varying-coefficient models (Q290702) (← links)
• Nonparametric estimation of the regression function having a change point in generalized linear models (Q434733) (← links)
• A new wavelet-based denoising algorithm for high-frequency financial data mining (Q439431) (← links)
• Jump detection in time series nonparametric regression models: a polynomial spline approach (Q743999) (← links)
• Adaptive semiparametric estimation for single index models with jumps (Q830618) (← links)
• Smoothing and preservation of irregularities using local linear fitting. (Q834015) (← links)
• Jump-preserving surface reconstruction from noisy data (Q841021) (← links)
• Estimation of a jump point in random design regression (Q900565) (← links)
• Blind deconvolution for jump-preserving curve estimation (Q980582) (← links)
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
• A variational inference for the Lévy adaptive regression with multiple kernels (Q2095764) (← links)
• Bayesian curve fitting for discontinuous functions using an overcomplete system with multiple kernels (Q2131918) (← links)
• Fitting jump additive models (Q2242043) (← links)
• Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach (Q2284384) (← links)
• Nonparametric filtering of conditional state-price densities (Q2294444) (← links)
• Jump-detection-based estimation in time-varying coefficient models and empirical applications (Q2404166) (← links)
• Estimating spot volatility with high-frequency financial data (Q2451790) (← links)
• Local linear kernel estimation of the discontinuous regression function (Q2463665) (← links)
• Nonlinear regression modeling and detecting change points via the relevance vector machine (Q2513366) (← links)
• State-domain change point detection for nonlinear time series regression (Q2697972) (← links)
• Estimation of a change point in the variance function based on the <font>χ²</font>-distribution (Q2817126) (← links)
• ESTIMATION OF STOCHASTIC VOLATILITY MODELS BY NONPARAMETRIC FILTERING (Q2826006) (← links)
• Curve Fitting Under Jump and Peak Irregularities Using Local Linear Regression (Q2892605) (← links)
• A jump-detecting procedure based on spline estimation (Q3021176) (← links)
• Testing symmetry of a nonparametric bivariate regression function (Q3021207) (← links)
• Unstable volatility: the break-preserving local linear estimator (Q3145404) (← links)
• Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function (Q5075487) (← links)
• NONPARAMETRIC FILTERING OF THE REALIZED SPOT VOLATILITY: A KERNEL-BASED APPROACH (Q5187622) (← links)
• Semiparametric jump-preserving estimation for single-index models (Q5375947) (← links)
• When copulas and smoothing met: an interview with Irène Gijbels (Q6160721) (← links)
• Errors-in-variables jump regression using local clustering (Q6625147) (← links)