Pages that link to "Item:Q736698"
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The following pages link to Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698):
Displaying 11 items.
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
- Wavelet estimation for jumps in a heteroscedastic regression model (Q698913) (← links)
- Jump detection in time series nonparametric regression models: a polynomial spline approach (Q743999) (← 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)
- Parametric methodologies for detecting changes in maximum temperature of Tlaxco, Tlaxcala, México (Q2175385) (← links)
- Identification and wavelet estimation of weighted ATE under discontinuous and kink incentive assignment mechanisms (Q2330731) (← links)
- Wavelet change-point estimation for long memory non-parametric random design models (Q3077679) (← links)
- Wavelet detection of change points in hazard rate models with censored dependent data (Q3145397) (← links)
- Wavelet Analysis of Change Points in Nonparametric Hazard Rate Models Under Random Censorship (Q5419696) (← links)
- Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989) (← links)
