Detecting Abrupt Changes by Wavelet Methods

DOI10.1080/10485250211396zbMath1017.62033OpenAlexW2069150330MaRDI QIDQ4805739

Irène Gijbels, Anestis Antoniadis

Publication date: 2 September 2003

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250211396

zbMATH Keywords

rate of convergencechange-point detectioncontinuous discrete wavelet transformsegmented multiresolution analysis

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

Related Items

Minimum Contrast Parameter Estimation for Fractal Random Fields Based on the Wavelet Periodogram, Curve Fitting Under Jump and Peak Irregularities Using Local Linear Regression, Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility, Detecting Abrupt Changes by Wavelet Methods, Bootstrap test for change-points in nonparametric regression, Jump-detection-based estimation in time-varying coefficient models and empirical applications, ACCURATE SIGNAL ESTIMATION NEAR DISCONTINUITIES, Hypothesis testing by convex optimization, Change‐Point Tests for the Error Distribution in Non‐parametric Regression, A scale-space approach with wavelets to singularity estimation, Optimal change-point estimation from indirect observations, Singularity estimation via structural intensity: applications and modifications, Confidence sets for split points in decision trees, Change-point estimation from indirect observations. 1. Minimax complexity, Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance, Detection and Estimation of Jump Points in Non parametric Regression Function withAR(1) Noise, Nonparametric multivariate breakpoint detection for the means, variances, and covariances of a discrete time stochastic process

Cites Work

• Unnamed Item
• Some asymptotics for multimodality tests based on kernel density estimates
• Change-points in nonparametric regression analysis
• Testing for changes in multivariate dependent observations with an application to temperature changes
• Wavelets on the interval and fast wavelet transforms
• Change point estimation using nonparametric regression
• Two-stage change-point estimators in smooth regression models
• Asymptotically minimax estimation of a function with jumps
• Minimax estimation via wavelet shrinkage
• On the estimation of jump points in smooth curves
• Smoothing with Split Linear Fits
• A theory for multiresolution signal decomposition: the wavelet representation
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• Detecting Change Points by Fourier Analysis
• On Minimax Estimation of a Discontinuous Signal
• Singularity detection and processing with wavelets
• Ten Lectures on Wavelets
• The problem of the Nile: Conditional solution to a changepoint problem
• Ideal spatial adaptation by wavelet shrinkage
• Detecting Abrupt Changes by Wavelet Methods
• Jump and sharp cusp detection by wavelets