Detection of change points in volatility of non-parametric regression by wavelets (Q4927828)
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scientific article; zbMATH DE number 6178001
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Detection of change points in volatility of non-parametric regression by wavelets |
scientific article; zbMATH DE number 6178001 |
Statements
20 June 2013
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wavelet coefficients
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kernel estimation
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local linear smoother
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0.9007879495620728
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0.881222128868103
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0.8714742660522461
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0.8563588261604309
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