Jump and sharp cusp detection by wavelets
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Cited in
(only showing first 100 items - show all)- Sequential methods for design-adaptive estimation of discontinuities in regression curves and surfaces
- Two Non-Parametric Tests For Change-Point Problems. IDOPT Project: It is a joint project of CNRS, INRIA, UJF and INPG
- Automatic bandwidth selection for modified m-smoother∗
- Detection of the jump points of a heteroscedastic regression model by wavelets
- Comparison of different wavelet techniques for finding change points
- ON CHANGE POINT DETECTION AND ESTIMATION
- Discontinuous versus smooth regression
- Minimax estimation of sharp change points
- Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility
- A law of iterated logarithm for the wavelet transforms of i.i.d. random variables.
- A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
- A NEW VERSION OF THE LOCAL CONSTANT M-SMOOTHER
- Optimal sampling and curve interpolation via wavelets
- On comparison of jump point detection for an exchange rate series
- Detection of jumps by wavelets in a heteroscedastic autoregressive model
- Detecting Abrupt Changes by Wavelet Methods
- Design of Steerable Wavelets to Detect Multifold Junctions
- Wavelets in statistics: A review
- Testing discontinuities in nonparametric regression
- On diagnostic checking autoregressive conditional duration models with wavelet-based spectral density estimators
- Testing heteroscedasticity by wavelets in a nonparametric regression model
- Testing for jumps when asset prices are observed with noise -- a ``swap variance approach
- Minimax A- and D-optimal integer-valued wavelet designs for estimation
- Kink estimation with correlated noise
- An affirmative result of the open question on determining function jumps by spline wavelets
- Bootstrap test for change-points in nonparametric regression
- Regression discontinuity designs with unknown discontinuity points: testing and estimation
- Theoretical limits of component identification in a separable nonlinear least-squares problem
- Multiresolution anomaly detection method for fractional Gaussian noise
- Ratio tests for variance change in nonparametric regression
- Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise
- Change point estimation by local linear smoothing
- Wavelet detection of change points in hazard rate models with censored dependent data
- Function estimation via wavelet shrinkage for long-memory data
- Hypothesis testing by convex optimization
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
- Identifying jumps in high-frequency time series by wavelets
- Jump-detection-based estimation in time-varying coefficient models and empirical applications
- Change-point tests for the error distribution in nonparametric regression
- ACCURATE SIGNAL ESTIMATION NEAR DISCONTINUITIES
- Modeling and forecasting exchange rate volatility in time-frequency domain
- Discontinuous regression surfaces fitting
- A new wavelet-based denoising algorithm for high-frequency financial data mining
- Determining the locations and discontinuities in the derivatives of functions
- Kernel estimation of discontinuous regression functions
- Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
- A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series
- Signal smoothness estimation in hölder spaces
- Wavelet-based filters for accurate computation of derivatives
- Asymptotic confidence sets for the jump curve in bivariate regression problems
- Blind deconvolution for jump-preserving curve estimation
- Some uses if cumulants in wavelet analysis
- Jump detection with wavelets for high-frequency financial time series
- Wavelet change-point estimation for long memory non-parametric random design models
- Wild binary segmentation for multiple change-point detection
- Variance estimation in nonparametric regression with jump discontinuities
- Interval and band estimation for curves with jumps
- A change-point estimator using local Fourier series
- Optimal change-point estimation from indirect observations
- scientific article; zbMATH DE number 2104207 (Why is no real title available?)
- Threshold variable selection by wavelets in open-loop threshold autoregressive models
- Detection of change point in nonparametric function with unit-root noise by wavelet
- A geometric framework for multivariate jump locations estimation
- scientific article; zbMATH DE number 884937 (Why is no real title available?)
- scientific article; zbMATH DE number 2227360 (Why is no real title available?)
- Wavelet analysis of change points in nonparametric hazard rate models under random censorship
- Detection and estimation of jump points in non parametric regression function with \(AR(1)\) noise
- Smooth change point estimation in regression models with random design
- Distribution-free consistency of empirical risk minimization and support vector regression
- Optimal covariance change point localization in high dimensions
- Co-jumping of treasury yield curve rates
- Nonparametric monitoring of financial time series by jump-preserving control charts
- Narrowest-Over-Threshold Detection of Multiple Change Points and Change-Point-Like Features
- A jump-detecting procedure based on spline estimation
- Pointwise wavelet change-points estimation for dependent biased sample
- Asymmetric cusp estimation in regression models
- Estimation of a regression function with a sharp change point using boundary wavelets
- Speed of convergence in the hausdorff metric for estimators of irregular mixing densities
- Wavelet estimation of a regression function with a sharp change point in a random design
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Multiscale detection and location of multiple variance changes in the presence of long memory
- Haar wavelet-based technique for sharp jumps classification
- A maximal inequality for continuous martingales and \(M\)-estimation in a Gaussian white noise model
- Measuring timeliness of annual reports filing by jump additive models
- Threshold selection for regional peaks-over-threshold data
- Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process
- The wavelet detection of hidden periodicities in time series
- The wavelet identification for jump points of derivative in regression model
- Change-point estimation from indirect observations. 1. Minimax complexity
- Wavelet-based detection of outliers in financial time series
- State-domain change point detection for nonlinear time series regression
- A scale-space approach with wavelets to singularity estimation
- Generalized methods and solvers for noise removal from piecewise constant signals. II: New methods
- Data-Driven Discontinuity Detection in Derivatives of a Regression Function
- The wavelet detection of the jump and cusp points of a regression function
- A solution for the greedy approximation of a step function with a waveform dictionary
- MICE: Multiple‐Peak Identification, Characterization, and Estimation
- Singularity estimation via structural intensity: applications and modifications
- Change-point detection for continuous processes with high-frequency sampling
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