The following pages link to Zhong-Jie Xie (Q719973):
Displaying 30 items.
- (Q221969) (redirect page) (← links)
- On comparison of jump point detection for an exchange rate series (Q551714) (← links)
- Wavelet estimation for jumps in a heteroscedastic regression model (Q698913) (← links)
- Stationarizing two classes of nonstationary processes by wavelet (Q719974) (← links)
- The wavelet detection of hidden periodicities in time series (Q1365180) (← links)
- The wavelet detection of the jump and cusp points of a regression function (Q1582574) (← links)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219) (← links)
- Stationary solution and parametric estimation for bilinear model driven by ARCH noises (Q2503863) (← links)
- Wavelets in probability and statistics -- a review on recent advances (Q2574479) (← links)
- (Q2757115) (← links)
- Some Recent Advances in Spectral Analysis in China (Q3489233) (← links)
- (Q3549516) (← links)
- (Q3609060) (← links)
- (Q3823697) (← links)
- (Q3857511) (← links)
- (Q3942874) (← links)
- (Q3950442) (← links)
- (Q3966974) (← links)
- (Q4238470) (← links)
- (Q4280936) (← links)
- (Q4284053) (← links)
- (Q4458933) (← links)
- (Q4549528) (← links)
- (Q4665180) (← links)
- (Q4719308) (← links)
- (Q4727249) (← links)
- MODEL SELECTION AND ORDER DETERMINATION FOR TIME SERIES BY INFORMATION BETWEEN THE PAST AND THE FUTURE (Q4870531) (← links)
- (Q5062500) (← links)
- The wavelet identification for jump points of derivative in regression model (Q5952082) (← links)
- Wavelet function estimation involving time series (Q5955875) (← links)
