Wavelet identification of structural changes in single-index models

zbMATH Open1078.62035MaRDI QIDQ3365710FDOQ3365710

Authors: Ning Wang, Yuan Li 

Publication date: 23 January 2006

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Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Cited In (1)

• Structural tests in single-index models

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