Wavelets Detection of Jump Points in regressiong model
Chen Li · Journal of Yunnan Normal University · 2001
Detection of Jump Points is a kind of important problems in statistic area. In this paper, we propose a mothed for the Detection of Jump Points in i.i.d Regressiong Model by wavelets. This mothed is different from Traditional kernel estimate. The procedure is simple and intuitive. Simulation sugests the method is functional.