Detection of change point in nonparametric function with unit-root noise by wavelet

DOI10.1080/03610920903243710MaRDI QIDQ3083770zbMATH OpenOpenAlexFDO

Authors Peiyan Qi, Zheng Tian, Xifa Duan

Publication date 23 March 2011

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920903243710

zbMATH Keywords

rate of convergenceunit-root processwavelet transformation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Wavelet detection of jumping points in a nonparametric function with the unit-root noise
• Detecting change-points in the mean of nonparametric regression models with unit-roots errors
• Detection and estimation of jump points in non parametric regression function with \(AR(1)\) noise
• Wavelet estimation of change-points in a nonparametric regression function with heavy-tailed noise
• Wavelet detection and change point estimation in nonparametric regression models

Cites work

• A theory for multiresolution signal decomposition: the wavelet representation
• Jump and sharp cusp detection by wavelets
• Minimax estimation of sharp change points
• Ten Lectures on Wavelets

Cited in

(6)

• Monitoring distributional changes of squared residuals in GARCH models
• Detecting change-points in the mean of nonparametric regression models with unit-roots errors
• Wavelet detection of jumping points in a nonparametric function with the unit-root noise
• Wavelet estimation of change-points in a nonparametric regression function with heavy-tailed noise
• Detection and estimation of jump points in non parametric regression function with \(AR(1)\) noise
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance

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