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

MaRDI QIDQ3640102zbMATH OpenFDO

Authors Peiyan Qi, Zheng Tian

Publication date 11 November 2009

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)

Recommendations

• Wavelet estimation of change-points in a nonparametric regression function with heavy-tailed noise
• Wavelet estimation of a regression function with a sharp change point in a random design
• Wavelet change-point estimation for long memory non-parametric random design models
• Wavelet detection and change point estimation in nonparametric regression models
• Wavelet detection and estimation of change points in nonparametric regression models under random design

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

This page was built for publication: Wavelet estimation of change points of heavy-tailed processes with infinite variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3640102)