scientific article; zbMATH DE number 2104207
zbMATH Open1045.62038MaRDI QIDQ4818525FDOQ4818525
Authors: Marc Raimondo, Nader Tajvidi 
Publication date: 28 September 2004
Title of this publication is not available (Why is that?)
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- Jump and sharp cusp detection by wavelets
nonparametric regressionchange pointpeaks over thresholdgeneral Pareto distributiontail exponent wavelets
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Statistics of extreme values; tail inference (62G32) Numerical methods for wavelets (65T60)
Cited In (15)
- Comparison of different wavelet techniques for finding change points
- Multiscale Change-Point Analysis of Inhomogeneous Poisson Processes Using Unbalanced Wavelet Decompositions
- Detecting mean break in time series using discrete wavelet transform
- Kink estimation with correlated noise
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
- Data dependent wavelet thresholding in nonparametric regression with change-point applications
- Change-point tests for the error distribution in nonparametric regression
- Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously
- Change point test for tail index for dependent data
- Detecting change-points in the mean of nonparametric regression models with unit-roots errors
- Algebraic change-point detection
- Pointwise wavelet change-points estimation for dependent biased sample
- Pointwise wavelet estimation of density function with change-points based on NA and biased sample
- Wavelet change-point estimation for the density based on biased sample
- MICE: Multiple‐Peak Identification, Characterization, and Estimation
Uses Software
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