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• W1893667756 abstract "The paper offers a unified approach to the study of three locally adaptive estimation methods in the context of univariate time series from both theoretical and empirical points of view. A general procedure for the computation of critical values is given. The underlying model encompasses all distributions from the exponential family providing for great flexibility. The procedures are applied to simulated and real financial data distributed according to the Gaussian, volatility, Poisson, exponential and Bernoulli models. Numerical results exhibit a very reasonable performance of the methods." @default.
• W1893667756 created "2016-06-24" @default.
• W1893667756 creator A5020417330 @default.
• W1893667756 date "2008-12-02" @default.
• W1893667756 modified "2023-09-27" @default.
• W1893667756 title "Locally adaptive estimation methods with application to univariate time series" @default.
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• W1893667756 hasPublicationYear "2008" @default.
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