Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise
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Bibliographic InfoArticle provided by Springer in its journal Annals of the Institute of Statistical Mathematics.
Volume (Year): 59 (2007)
Issue (Month): 2 (June)
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Web page: http://www.springerlink.com/link.asp?id=102845
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- Aslanidis, Nektarios & Casas, Isabel, 2013. "Nonparametric correlation models for portfolio allocation," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2268-2283.
- Peihua Qiu, 2009. "Jump-preserving surface reconstruction from noisy data," Annals of the Institute of Statistical Mathematics, Springer, vol. 61(3), pages 715-751, September.
- Isabel Casas & Irene Gijbels, 2009. "Unstable volatility functions: the break preserving local linear estimator," CREATES Research Papers 2009-48, School of Economics and Management, University of Aarhus.
- Sun, Edward W. & Meinl, Thomas, 2012. "A new wavelet-based denoising algorithm for high-frequency financial data mining," European Journal of Operational Research, Elsevier, vol. 217(3), pages 589-599.
- Huh, Jib, 2012. "Nonparametric estimation of the regression function having a change point in generalized linear models," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 843-851.
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