Wavelet Analysis of Change Points in Time Series and Nonlinear Wavelet Estimation

Author: Li Yuan
Publisher:
Publish Date: 2002-02-01
Features: This book mainly includes the following content: Introduction to wavelet analysis, multi-resolution analysis, Mallat algorithm, compactly supported wavelets, wavelets on intervals, wavelet analysis of regression function change points, introduction, wavelet estimation of breakpoints, spikes, and jumps in regression functions, wavelet identification methods for breakpoints in time series regression models, wavelet analysis of breakpoints in autoregressive models, numerical simulation, wavelet identification methods for delay and threshold in threshold autoregressive models, introduction, wavelet identification methods for delay and threshold in SETAR models, wavelet identification of delay and threshold in DTARCH models, numerical simulation, wavelet identification methods for latent frequency in latent period models, introduction, wavelet analysis of latent frequency, numerical simulation, non-linear wavelet estimation of regression functions, introduction, non-linear wavelet estimation of regression functions, References, English Catalog, English Abstract, Acknowledgments