CHANGE-POINTS VIA WAVELETS FOR INDIRECT DATA

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 then detect and estimate change-points by the wavelet transformation. Asymptotic theory for the detection and estimation is established. A simulated example is carried out to illustrate the method.

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