Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity.

Cathy W. S. Chen Richard Gerlach

Published in: Comput. Stat. (2013)

Keyphrases

semi parametric
autoregressive model
regression model
least squares
density estimation
statistical inference
constrained optimization
autoregressive
wavelet analysis
linear model
regression problems
wavelet domain
parametric models
maximum likelihood
cross validation
non stationary
computer vision