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Detection of Change Point in Nonparametric Function with Unit-Root Noise by Wavelet - MaRDI portal

Detection of Change Point in Nonparametric Function with Unit-Root Noise by Wavelet (Q3083770)

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Detection of Change Point in Nonparametric Function with Unit-Root Noise by Wavelet
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    Detection of Change Point in Nonparametric Function with Unit-Root Noise by Wavelet (English)
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    23 March 2011
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    rate of convergence
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    unit-root process
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    wavelet transformation
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