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

DOI10.1080/03610920903243710zbMath1208.62068OpenAlexW2055937411MaRDI QIDQ3083770

Zheng Tian, Xifa Duan, Peiyan Qi

Publication date: 23 March 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903243710

zbMATH Keywords

rate of convergencewavelet transformationunit-root process

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05)

Related Items (1)

Monitoring distributional changes of squared residuals in GARCH models

Cites Work

• Minimax estimation of sharp change points
• A theory for multiresolution signal decomposition: the wavelet representation
• Ten Lectures on Wavelets
• Jump and sharp cusp detection by wavelets

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