A peaks over threshold model for change-point detection by wavelets

Statistica Sinica

Volumn 14, Issue 2, 2004, Pages 395-412

  Raimondo, Marc ^a   Tajvidi, Nader ^b  

^a UNIVERSITY OF SYDNEY   (Australia)

^b LUND UNIVERSITY   (Sweden)

Author keywords

Change point; General pareto distribution; Nonparametric regression; Peaks over threshold; Tail exponent wavelets

Indexed keywords

EID: 3142780578     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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