Pages that link to "Item:Q698913"
From MaRDI portal
The following pages link to Wavelet estimation for jumps in a heteroscedastic regression model (Q698913):
Displaying 4 items.
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- The wavelet detection of the jump and cusp points of a regression function (Q1582574) (← links)
- Detection of the jump points of a heteroscedastic regression model by wavelets (Q1594866) (← links)
- Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989) (← links)