Jump and sharp cusp detection by wavelets

DOI10.1093/biomet/82.2.385zbMath0824.62031OpenAlexW2010337369MaRDI QIDQ4842931

Publication date: 16 August 1995

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/82.2.385

zbMATH Keywords

jumps convergence rate nonparametric regression wavelet transformation white noise model simulated examples sharp cusps stock market return data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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