The wavelet detection of the jump and cusp points of a regression function

DOI10.1007/BF02679893zbMATH Open0971.62018OpenAlexW2316459583MaRDI QIDQ1582574FDOQ1582574

Authors: Yuan Li, Zhongjie Xie 

Publication date: 26 November 2000

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02679893

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zbMATH Keywords

wavelet coefficientscusp pointsjump pointsstationary noises

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Cites Work

• Title not available (Why is that?)
• Ten Lectures on Wavelets
• Jump and sharp cusp detection by wavelets
• Wavelets on the interval and fast wavelet transforms
• Change-points in nonparametric regression analysis
• Kernel-type estimators of jump points and values of a regression function
• Title not available (Why is that?)
• Singularity detection and processing with wavelets
• Detection of the number, locations and magnitudes of jumps
• A generalized change detection problem
• The wavelet detection of hidden periodicities in time series

Cited In (8)

• Detection of the jump points of a heteroscedastic regression model by wavelets
• Wavelet estimation for jumps in a heteroscedastic regression model
• On comparison of jump point detection for an exchange rate series
• Jump and sharp cusp detection by wavelets
• Wavelet detection of jumping points in a nonparametric function with the unit-root noise
• Estimation of a regression function with a sharp change point using boundary wavelets
• The wavelet identification for jump points of derivative in regression model
• Wavelet estimators for change-point regression models

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