Jump-detection-based estimation in time-varying coefficient models and empirical applications
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Publication:2404166
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Cites work
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- scientific article; zbMATH DE number 1850475 (Why is no real title available?)
- scientific article; zbMATH DE number 1869272 (Why is no real title available?)
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- Analysis of Financial Time Series
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- Detecting Abrupt Changes by Wavelet Methods
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- Estimation in the Presence of Stochastic Parameter Variation
- Functional Coefficient Regression Models for Non-linear Time Series: A Polynomial Spline Approach
- Functional-Coefficient Regression Models for Nonlinear Time Series
- Jump and sharp cusp detection by wavelets
- Jump-preserving regression and smoothing using local linear fitting: a compromise
- Linear and Generalized Linear Models and their Applications by J. JIANG
- New efficient and robust estimation in varying-coefficient models with heteroscedasticity
- P-splines quantile regression estimation in varying coefficient models
- Shrinkage estimation of the varying coefficient model
- Smooth varying-coefficient estimation and inference for qualitative and quantitative data
- Spatially varying coefficient model for neuroimaging data with jump discontinuities
- Statistical estimation in varying coefficient models
- The Estimation of Stationary Stochastic Regression Parameters Reexamined
- Trending time-varying coefficient time series models with serially correlated errors
- Variable selection in quantile varying coefficient models with longitudinal data
Cited in
(6)- Adaptive jump-preserving estimates in varying-coefficient models
- Adaptive semiparametric estimation for single index models with jumps
- Bootstrap bandwidth selection in time-varying coefficient models with jumps
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
- Construction of the average variance extracted index for construct validation in structural equation models with adaptive regressions
- Estimation and test of jump discontinuities in varying coefficient models with empirical applications
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