頁籤選單縮合
題 名 | Change-Points Via Wavelets for Indirect Data |
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作 者 | Wang,Yazhen; | 書刊名 | Statistica Sinica |
卷 期 | 9:1 1999.01[民88.01] |
頁 次 | 頁103-117 |
分類號 | 319.1 |
關鍵詞 | Fractional brownian motion; Fractional Gaussian noise; Inverse problem; Jump; Sharp cusp; Vaguelette; Wavelet-vaguelette decomposition; |
語 文 | 英文(English) |
英文摘要 | 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 ten detect and estimate change-points by wavelet transformation. Asymptotic theory for the detection and estimation is established. A simulated example is carried out to illustrate the method. |
本系統中英文摘要資訊取自各篇刊載內容。