影响因子：0.0
发表刊物：Journal of Mathematical Research & Exposition
刊物所在地：国内公开发行
关键字：random design; nonparametric regression model; change point; wavelet transformation; consistent test; rate of convergence
摘要：A wavelet method of detection and estimation of change points in nonparametric regression models under random design is proposed. The confidence bound of our test is derived by using the test statistics based on empirical wavelet coefficients as obtained by wavelet transformation of the data which is observed with noise. Moreover, the consistence of the test is proved while the rate of convergence is given. The method turns out to be effective after being tested on simulated examples and applied to IBM stock market data.
论文类型：期刊论文
卷号：29
期号：2
页面范围：247-256
ISSN号：1000-341X
是否译文：否
第一作者：Wenzhi Zhao
合写作者：Zhiming Xia