Jump detection in time series nonparametric regression models: a polynomial spline approach
DOI10.1007/S10463-013-0411-3zbMath1334.62071OpenAlexW1997330591MaRDI QIDQ743999
Publication date: 2 October 2014
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-013-0411-3
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07)
Related Items (5)
Cites Work
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