Pages that link to "Item:Q1594866"
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The following pages link to Detection of the jump points of a heteroscedastic regression model by wavelets (Q1594866):
Displaying 5 items.
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← 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)
- The wavelet detection of the jump and cusp points of a regression function (Q1582574) (← links)
- Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989) (← links)