Change-points via Wavelets for Indirect Data

Abstract

This article studies change-points of a function for noisy data observed from a transformation of the function. The proposed method uses a wavelet-vaguelette decomposition to extract information about the wavelet transformation of the function from the data and then detect and estimate change-points by the wavelet transformation. Asymptotic theory for the… (More)

Topics

Figures and Tables

Sorry, we couldn't extract any figures or tables for this paper.

Slides referencing similar topics