Variance Estimation in Heteroscedastic Models by Undecimated Haar Transform

DOI10.1080/03610918.2013.822713zbMath1328.62250OpenAlexW2039970663MaRDI QIDQ5265810

T. Palanisamy, J. Ravichandran

Publication date: 29 July 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.822713

zbMATH Keywords

heteroscedasticitypiecewise constant functionsanalysis-priorundecimated Haar transform

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Numerical methods for wavelets (65T60)

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