Pages that link to "Item:Q896583"
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The following pages link to Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery (Q896583):
Displaying 6 items.
- A trend-switching financial time series model with level-duration dependence (Q1954678) (← links)
- Tail-greedy bottom-up data decompositions and fast multiple change-point detection (Q1990585) (← links)
- Oracally efficient estimation for dense functional data with holiday effects (Q2177735) (← links)
- Time-varying additive model with autoregressive errors for locally stationary time series (Q6107555) (← links)
- Generalized multiple change-point detection in the structure of multivariate, possibly high-dimensional, data sequences (Q6172150) (← links)
- Bayesian detection of piecewise linear trends in replicated time-series with application to growth data modelling (Q6636036) (← links)
