Change Curve Estimation by Wavelets

The recently developed theory of wavelets has a remarkable property to \zoom in" on very short lived frequency phenomena, such as transients in signals and singularities in functions, and hence provides an ideal tool to study localized changes. This paper proposes a wavelet method to estimate jump and sharp cusp curves of a function in the plane. The method is rst to compute wavelet transformation of data and then to estimate jump and sharp cusp curves by wavelet transformation across ne scales. Asymptotic theory is established and simulations are carried out to lend some credence to the asymptotic theory. The wavelet estimate is nearly optimal and can be computed by fast algorithms. The method is applied to a real image.