Duchesne, Pierre Testing for multivariate autoregressive conditional heteroskedasticity using wavelets. (English) Zbl 1157.62487 Comput. Stat. Data Anal. 51, No. 4, 2142-2163 (2006). MSC: 62M10 42C40 62M15 65C05 PDFBibTeX XMLCite \textit{P. Duchesne}, Comput. Stat. Data Anal. 51, No. 4, 2142--2163 (2006; Zbl 1157.62487) Full Text: DOI
Hall, Peter; Penev, Spiridon Cross-validation for choosing resolution level for nonlinear wavelet curve estimators. (English) Zbl 0981.62031 Bernoulli 7, No. 2, 317-341 (2001). MSC: 62G07 42C40 PDFBibTeX XMLCite \textit{P. Hall} and \textit{S. Penev}, Bernoulli 7, No. 2, 317--341 (2001; Zbl 0981.62031) Full Text: DOI Euclid