Comparison of different wavelet techniques for finding change points

DOI10.17654/AS053040363MaRDI QIDQ5229458zbMATH OpenOpenAlexWikidataFDO

Authors Arunendu Chatterjee

Publication date 15 August 2019

Published in Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.17654/as053040363

zbMATH Keywords

change pointsBayesian methodliftingwavelet techniques

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

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Cites work

• scientific article; zbMATH DE number 1405812 (Why is no real title available?)
• A Bayesian Change-Point Problem with an Application to the Prediction and Detection of Ovulation in Women
• A Bayesian approach to inference about a change-point in a sequence of random variables
• A Wavelet- or Lifting-Scheme-Based Imputation Method
• Bayesian Retrospective Multiple-Changepoint Identification
• Detection of change points: a survey of methodologies
• Hierarchical Bayesian Analysis of Changepoint Problems
• Jump and sharp cusp detection by wavelets
• Regularization of Wavelet Approximations
• Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models
• The lifting scheme: A custom-design construction of biorthogonal wavelets
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.

Cited in

(3)

• Detection of change points: a survey of methodologies
• Comparing field data using Alpert multi-wavelets
• Detecting Abrupt Changes by Wavelet Methods

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