Browsing Τμήμα Μαθηματικών και Στατιστικής / Department of Mathematics and Statistics by Subject "Haar wavelet"
Now showing items 1-1 of 1
-
Article
A Haar-Fisz technique for locally stationary volatility estimation
(2006)We consider a locally stationary model for financial log-returns whereby the returns are independent and the volatility is a piecewise-constant function with jumps of an unknown number and locations, defined on a compact ...