Wavelet estimation for jumps in a heteroscedastic regression model

DOI10.1016/S0252-9602(17)30481-2zbMATH Open1003.62038OpenAlexW2783950151MaRDI QIDQ698913FDOQ698913

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

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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)

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

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