Wavelet estimation for jumps in a heteroscedastic regression model

DOI10.1016/S0252-9602(17)30481-2MaRDI QIDQ698913zbMATH OpenOpenAlexFDO

Authors Haobo Ren, Yan Meng Zhao, Yuan Li, Zhongjie Xie

Publication date 30 January 2003

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(17)30481-2

zbMATH Keywords

jumpsheteroscedastic regression model

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Recommendations

• Detection of the jump points of a heteroscedastic regression model by wavelets
• Detection of jumps by wavelets in a heteroscedastic autoregressive model
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
• The wavelet identification for jump points of derivative in regression model
• The wavelet detection of the jump and cusp points of a regression function

Cited in

(6)

• Detection of the jump points of a heteroscedastic regression model by wavelets
• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
• Detection of jumps by wavelets in a heteroscedastic autoregressive model
• Jump and sharp cusp detection by wavelets
• The wavelet identification for jump points of derivative in regression model
• The wavelet detection of the jump and cusp points of a regression function

This page was built for publication: Wavelet estimation for jumps in a heteroscedastic regression model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q698913)