Wavelet estimation of change points of heavy-tailed processes with infinite variance

zbMATH Open1195.62036MaRDI QIDQ3640102FDOQ3640102

Authors: Peiyan Qi, Zheng Tian 

Publication date: 11 November 2009

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zbMATH Keywords

rate of convergencerandom design

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Statistics of extreme values; tail inference (62G32) Non-Markovian processes: estimation (62M09)

Cited In (7)

• Change Curve Estimation via Wavelets
• A computationally efficient approach on detecting star-shaped change boundaries in random fields with heavy-tailed distributions
• Wavelet change-point estimation for long memory non-parametric random design models
• Wavelet estimation of change-points in a nonparametric regression function with heavy-tailed noise
• Pointwise wavelet change-points estimation for dependent biased sample
• Wavelet estimation of a regression function with a sharp change point in a random design
• Wavelet change-point estimation for the density based on biased sample

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