Time-Threshold Maps: Using information from wavelet reconstructions with all threshold values simultaneously

Journal of the Korean Statistical Society

Volumn 41, Issue 2, 2012, Pages 145-159

  Fryzlewicz, Piotr ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Breakpoint detection; Primary; Secondary; Thresholding; Time Threshold Maps; Unbalanced Haar; Volatility; Wavelets

Indexed keywords

EID: 84859107188     PISSN: 12263192     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jkss.2012.02.006     Document Type: Article

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