Jump-preserving regression and smoothing using local linear fitting: a compromise
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Cites work
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- A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
- Bootstrap test for change-points in nonparametric regression
- Change point estimation by local linear smoothing
- Change-points in nonparametric regression analysis
- Edge-Preserving Smoothers for Image Processing
- Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
- Image denoising: Pointwise adaptive approach
- Kernel estimation of discontinuous regression functions
- Kernel-type estimators of jump points and values of a regression function
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- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
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Cited in
(36)- Automatic bandwidth selection for modified m-smoother∗
- Testing for jumps in the presence of smooth changes in trends of nonstationary time series
- Adaptive semiparametric estimation for single index models with jumps
- Smoothing and preservation of irregularities using local linear fitting.
- Jump-preserving surface reconstruction from noisy data
- Testing for change points in partially linear models
- Detecting relevant changes in the mean of nonstationary processes -- a mass excess approach
- A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
- When copulas and smoothing met: an interview with Irène Gijbels
- Fitting jump additive models
- Adaptive jump-preserving estimates in varying-coefficient models
- Nonparametric estimation of the regression function having a change point in generalized linear models
- Estimation of a change point in the variance function based on the \(\chi^{2}\)-distribution
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- Jump detection in time series nonparametric regression models: a polynomial spline approach
- A new wavelet-based denoising algorithm for high-frequency financial data mining
- Errors-in-variables jump regression using local clustering
- Curve fitting and jump detection on nonparametric regression with missing data
- Blind deconvolution for jump-preserving curve estimation
- Estimation of a jump point in random design regression
- Unstable volatility: the break-preserving local linear estimator
- Nonlinear regression modeling and detecting change points via the relevance vector machine
- Estimating spot volatility with high-frequency financial data
- Nonparametric filtering of conditional state-price densities
- A jump-detecting procedure based on spline estimation
- Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
- Curve fitting under jump and peak irregularities using local linear regression
- Nonparametric filtering of the realized spot volatility: a kernel-based approach
- Testing symmetry of a nonparametric bivariate regression function
- State-domain change point detection for nonlinear time series regression
- Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function
- Local linear kernel estimation of the discontinuous regression function
- Estimation of stochastic volatility models by nonparametric filtering
- Bayesian curve fitting for discontinuous functions using an overcomplete system with multiple kernels
- Semiparametric jump-preserving estimation for single-index models
- A variational inference for the Lévy adaptive regression with multiple kernels
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