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  • Search: subject:"Haar basis"
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Year of publication
Subject
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Haar basis 3 additive model 2 component analysis 2 hypothesis of linearity 2 nonparametric alternative 2 regression 2 Fractional Brownian Motion 1 Hölder regularity 1 Itô integral 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1 varying Hurst parameter 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 Working Paper 1
Language
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English 2 Undetermined 1
Author
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Härdle, Wolfgang 2 Sperlich, Stefan 2 Spokoiny, Vladimir G. 2 Ayache, Antoine 1 Esser, Céline 1 Hamonier, Julien 1
Institution
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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Risk and decision analysis 1 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1
Source
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ECONIS (ZBW) 1 EconStor 1 RePEc 1
Showing 1 - 3 of 3
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A new multifractional process with random exponent
Ayache, Antoine; Esser, Céline; Hamonier, Julien - In: Risk and decision analysis 7 (2018) 1/2, pp. 5-29
Persistent link: https://www.econbiz.de/10011945625
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Component analysis for additive models
Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir G. - 1997
We consider the component analysis problem for a regression model with an additive structure. The problem is to check the hypothesis of linearity for each component without specifying the structure of the remaining components. In this paper we show that under mild conditions on the design and...
Persistent link: https://www.econbiz.de/10010310801
Saved in:
Cover Image
Component analysis for additive models
Härdle, Wolfgang; Sperlich, Stefan; Spokoiny, Vladimir G. - Sonderforschungsbereich 373, Quantifikation und … - 1997
We consider the component analysis problem for a regression model with an additive structure. The problem is to check the hypothesis of linearity for each component without specifying the structure of the remaining components. In this paper we show that under mild conditions on the design and...
Persistent link: https://www.econbiz.de/10010983507
Saved in:
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