Smoothing the difference-based estimates of variance using variational mode decomposition

DOI10.1080/03610918.2016.1140777MaRDI QIDQ4586547zbMATHOpenAlexFDO

Authors T. Palanisamy

Publication date 27 October 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2016.1140777

zbMATH Keywords

heteroscedasticityvariational mode decompositiondifference-based initial estimates

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical optimization and variational techniques (65K10)

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Cited in

(2)

• Two-stage variational mode decomposition approach to enhance the estimates of variance function
• Variance estimation in heteroscedastic models by undecimated Haar transform

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