Wavelet identification of structural changes in single-index models

MaRDI QIDQ3365710zbMATH OpenFDO

Authors Ning Wang, Yuan Li

Publication date 23 January 2006

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)

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Cited in

(1)

• Structural tests in single-index models

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