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

DOI10.1007/BF02679893MaRDI QIDQ1582574zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4098524 (Why is no real title available?)
• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• A generalized change detection problem
• Change-points in nonparametric regression analysis
• Detection of the number, locations and magnitudes of jumps
• Jump and sharp cusp detection by wavelets
• Kernel-type estimators of jump points and values of a regression function
• Singularity detection and processing with wavelets
• Ten Lectures on Wavelets
• The wavelet detection of hidden periodicities in time series
• Wavelets on the interval and fast wavelet transforms

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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