Change-points via Wavelets for Indirect Data
نویسنده
چکیده
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 detection and estimation is established. A simulated example is carried out to illustrate the method.
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