Wavelet detection of jumping points in a nonparametric function with the unit-root noise

zbMATH Open1212.93293MaRDI QIDQ3052091FDOQ3052091

Authors: Peiyan Qi, Zheng Tian, Xifa Duan, Xiaoyan Li, Zhantao Chen 

Publication date: 5 November 2010

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zbMATH Keywords

wavelet transformationthe rate of convergencejumping-pointunit-root process

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Detection theory in information and communication theory (94A13) Estimation and detection in stochastic control theory (93E10)

Cited In (5)

• On comparison of jump point detection for an exchange rate series
• Detecting change-points in the mean of nonparametric regression models with unit-roots errors
• Detection of change point in nonparametric function with unit-root noise by wavelet
• Title not available (Why is that?)
• Detection and estimation of jump points in non parametric regression function with \(AR(1)\) noise

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