Jump-Preserving Regression and Smoothing using Local Linear Fitting: A Compromise

By Irène Gijbels, Alexandre Lambert, Peihua Qiu. 2007

91 citations recorded by the source corpus.

Subfields: Computer Vision and Pattern Recognition, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/c2d51c95ba326ab2f118b3666a1cdb54e975f56a

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computer Vision and Pattern Recognition

1. Yang Zu
2. H. Peter Boswijk

In Statistics and Probability

1. Yang Zu
2. H. Peter Boswijk

Citations in the corpus

• Estimating spot volatility with high-frequency financial data (2014, methodology): “Gijbels et al. (2007) and Kristensen (2010) proposed a strategy to deal with jump points.”