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Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements - MaRDI portal

Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements (Q5222299)

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scientific article; zbMATH DE number 7184583
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Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements
scientific article; zbMATH DE number 7184583

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    Testing for structural breaks in the presence of data perturbations: impacts and wavelet-based improvements (English)
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    1 April 2020
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    structural breaks
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    measurement error
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    additive outlier
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    wavelet transform
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    empirical Bayes thresholding
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