Pages that link to "Item:Q1962219"
From MaRDI portal
The following pages link to Threshold variable selection by wavelets in open-loop threshold autoregressive models (Q1962219):
Displaying 8 items.
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously (Q459477) (← links)
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
- Threshold variable selection of asymmetric stochastic volatility models (Q2259328) (← links)
- Wavelet estimation of thresholds and time delay for a double-threshold autoregressive heteroscedastic time series model (Q2757115) (← links)
- Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models (Q2813883) (← links)
- THRESHOLD VARIABLE SELECTION IN OPEN‐LOOP THRESHOLD AUTOREGRESSIVE MODELS (Q4854211) (← links)
- Wavelet Analysis of Change Points in Nonparametric Hazard Rate Models Under Random Censorship (Q5419696) (← links)
