Detecting Abrupt Changes by Wavelet Methods
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Cites work
- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- A theory for multiresolution signal decomposition: the wavelet representation
- Asymptotically minimax estimation of a function with jumps
- Change point estimation using nonparametric regression
- Change-points in nonparametric regression analysis
- Detecting Abrupt Changes by Wavelet Methods
- Detecting Change Points by Fourier Analysis
- Ideal spatial adaptation by wavelet shrinkage
- Jump and sharp cusp detection by wavelets
- Minimax estimation via wavelet shrinkage
- On Minimax Estimation of a Discontinuous Signal
- On the estimation of jump points in smooth curves
- Singularity detection and processing with wavelets
- Smoothing with Split Linear Fits
- Some asymptotics for multimodality tests based on kernel density estimates
- Ten Lectures on Wavelets
- Testing for changes in multivariate dependent observations with an application to temperature changes
- The problem of the Nile: Conditional solution to a changepoint problem
- Two-stage change-point estimators in smooth regression models
- Wavelet estimators for change-point regression models
- Wavelets on the interval and fast wavelet transforms
Cited in
(26)- Wavelets and estimation of discontinuous functions
- Time-scale analysis of abrupt changes corrupted by multiplicative noise
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- Optimal change-point estimation from indirect observations
- Wavelet estimators for change-point regression models
- Minimum contrast parameter estimation for fractal random fields based on the wavelet periodogram
- Curve fitting under jump and peak irregularities using local linear regression
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
- Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process
- Change-point tests for the error distribution in nonparametric regression
- Singularity estimation via structural intensity: applications and modifications
- Discrete wavelet entropy aided detection of abrupt change: A case study in the Haihe river basin, China
- scientific article; zbMATH DE number 1271135 (Why is no real title available?)
- scientific article; zbMATH DE number 1271136 (Why is no real title available?)
- A scale-space approach with wavelets to singularity estimation
- Detecting Abrupt Changes by Wavelet Methods
- scientific article; zbMATH DE number 2104207 (Why is no real title available?)
- Bootstrap test for change-points in nonparametric regression
- scientific article; zbMATH DE number 884937 (Why is no real title available?)
- Hypothesis testing by convex optimization
- scientific article; zbMATH DE number 1405812 (Why is no real title available?)
- Detection and estimation of jump points in non parametric regression function with \(AR(1)\) noise
- ACCURATE SIGNAL ESTIMATION NEAR DISCONTINUITIES
- Change-point estimation from indirect observations. 1. Minimax complexity
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
- Confidence sets for split points in decision trees
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