Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction

DOI10.1007/S00180-014-0502-5zbMath1306.65091OpenAlexW2090348886MaRDI QIDQ2259801

Simon Reese, Yushu Li

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-014-0502-5

zbMATH Keywords

HMMwaveletturning pointoutlierwavelet power spectrum

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Markov processes: estimation; hidden Markov models (62M05)

Uses Software

• wmtsa

Cites Work

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• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
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