Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors
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- repec:bla:scjsta:v:44:y:2017:i:2:p:346-368 is not listed on IDEAS
- Lars Winkelmann, 2013. "Quantitative forward guidance and the predictability of monetary policy - A wavelet based jump detection approach -," SFB 649 Discussion Papers SFB649DP2013-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
- repec:eee:csdana:v:56:y:2012:i:12:p:3921-3934 is not listed on IDEAS
- Linyuan Li & Kewei Lu, 2013. "On rate-optimal nonparametric wavelet regression with long memory moving average errors," Statistical Inference for Stochastic Processes, Springer, vol. 16(2), pages 127-145, July.
- Taylor, Larry W., 2009. "Using the Haar wavelet transform in the semiparametric specification of time series," Economic Modelling, Elsevier, vol. 26(2), pages 392-403, March.
- Capobianco, Enrico, 2003. "Independent Multiresolution Component Analysis and Matching Pursuit," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 385-402, March.
- Fryzlewicz, Piotr & Nason, Guy P., 2006. "Haar-Fisz estimation of evolutionary wavelet spectra," LSE Research Online Documents on Economics 25227, London School of Economics and Political Science, LSE Library.
- Krampe, J. & Kreiss, J.-P. & Paparoditis, E., 2015. "Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series," Statistics & Probability Letters, Elsevier, vol. 101(C), pages 54-63.
- Beran, Jan & Shumeyko, Yevgen, 2012. "Bootstrap testing for discontinuities under long-range dependence," Journal of Multivariate Analysis, Elsevier, vol. 105(1), pages 322-347.
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