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

MaRDI QIDQ3052091zbMATH OpenFDO

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

Publication date 5 November 2010

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)

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(5)

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