Pages that link to "Item:Q5951989"

The following pages link to Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989):

Displaying 13 items.

• Nonparametric estimation of structural change points in volatility models for time series (Q262749) (← links)
• Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
• Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives (Q292530) (← links)
• Wavelet estimation for jumps in a heteroscedastic regression model (Q698913) (← links)
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
• Jump detection in time series nonparametric regression models: a polynomial spline approach (Q743999) (← links)
• Detection of the jump points of a heteroscedastic regression model by wavelets (Q1594866) (← links)
• A solution for the greedy approximation of a step function with a waveform dictionary (Q2094508) (← links)
• Change-point detection for continuous processes with high-frequency sampling (Q2427235) (← links)
• (Q4880384) (← links)
• (Q5705689) (← links)
• Detection of jumps by wavelets in a heteroscedastic autoregressive model (Q5951989) (← links)