Detecting change-points in the mean of nonparametric regression models with unit-roots errors
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Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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- scientific article; zbMATH DE number 2104207
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- Detection of change point in nonparametric function with unit-root noise by wavelet
- Multiscale Change-Point Analysis of Inhomogeneous Poisson Processes Using Unbalanced Wavelet Decompositions
- scientific article; zbMATH DE number 2104207 (Why is no real title available?)
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