Pages that link to "Item:Q5951989"
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The following pages link to Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989):
Displayed 6 items.
- Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Jump detection in time series nonparametric regression models: a polynomial spline approach (Q743999) (← links)
- A solution for the greedy approximation of a step function with a waveform dictionary (Q2094508) (← links)
- Change-point detection for continuous processes with high-frequency sampling (Q2427235) (← links)
- Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989) (← links)