Detection of the jump points of a heteroscedastic regression model by wavelets
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Publication:1594866
DOI10.1007/BF02671132zbMath0967.62029MaRDI QIDQ1594866
Publication date: 2 September 2001
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
62G08: Nonparametric regression and quantile regression
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
Cites Work
- Nonparametric function estimation involving time series
- Kernel-type estimators of jump points and values of a regression function
- The wavelet detection of hidden periodicities in time series
- The wavelet detection of the jump and cusp points of a regression function
- Detection of the number, locations and magnitudes of jumps
- SEMIPARAMETRIC TIME SERIES REGRESSION
- Jump and sharp cusp detection by wavelets
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