Jump and sharp cusp detection by wavelets (Q4842931)
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scientific article; zbMATH DE number 786450
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Jump and sharp cusp detection by wavelets |
scientific article; zbMATH DE number 786450 |
Statements
Jump and sharp cusp detection by wavelets (English)
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16 August 1995
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convergence rate
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nonparametric regression
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white noise model
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jumps
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sharp cusps
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wavelet transformation
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simulated examples
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stock market return data
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0.8813689351081848
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0.8306726217269897
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0.8276578783988953
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0.8274333477020264
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