Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
Yong Zhou; Alan T. K. Wan; Shangyu Xie; Xiaojing Wang
| Year of publication: |
2010
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|---|---|
| Authors: | Zhou, Yong ; Wan, Alan T. K. ; Xie, Shangyu ; Wang, Xiaojing |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 159.2010, 1, p. 183-201
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| Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zustandsraummodell | State space model | Nichtparametrisches Verfahren | Nonparametric statistics | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008839929