The wavelet identification for jump points of derivative in regression model

DOI10.1016/S0167-7152(01)00070-0zbMath0987.62025MaRDI QIDQ5952082

Zhong-Jie Xie, Yihui Luan

Publication date: 30 June 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

waveletsjumpsderivativesstationaryscale function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02)

Related Items (3)

Full Bayesian Analysis for a Class of Jump-Diffusion Models ⋮ Wavelet Analysis of Change Points in Nonparametric Hazard Rate Models Under Random Censorship ⋮ Empirical likelihood based inference for the derivative of the nonparametric regression function

Cites Work

• Detecting changes in signals and systems - a survey
• Nonparametric function estimation involving time series
• Change-points in nonparametric regression analysis
• Kernel-type estimators of jump points and values of a regression function
• Data dependent wavelet thresholding in nonparametric regression with change-point applications
• The wavelet detection of the jump and cusp points of a regression function
• Detection of the number, locations and magnitudes of jumps
• Jump and sharp cusp detection by wavelets
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