| 噪声为混合序列的非参数函数变点的小波检测 |
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| 引用本文： | 齐培艳.噪声为混合序列的非参数函数变点的小波检测[J].太原师范学院学报(自然科学版),2008,7(2):57-60. |
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| 作者姓名： | 齐培艳 |
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| 作者单位： | 太原科技大学应用数学系,山西,太原,030024 |
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| 摘 要： | 利用小波方法对噪声为混合序列的非参数回归函数的跳跃点进行检测.在原假设下得到任意尺度上的临界值.
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| 关 键 词： | 混合序列 非参数回归函数 变点 小波检测 |
Detection of Change Point in Nonparametric Function with Strong Mixing Sequence Noise by Wavelet |
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| Qi Peiyan.Detection of Change Point in Nonparametric Function with Strong Mixing Sequence Noise by Wavelet[J].Journal of Taiyuan Normal University:Natural Science Edition,2008,7(2):57-60. |
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| Authors: | Qi Peiyan |
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| Institution: | Qi Peiyan (Department of Applied Mathematics ,Taiyuan University of Science and Technology,Taiyuan 030024,China) |
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| Abstract: | A wavelet method is proposed to detect jumps in a nonparametric function which is observed with Strong mixing sequence noise. If the null hypotheses holds ,we can obtain critical values at any scale. |
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| Keywords: | strong mixing sequence nonparametric function change point wavelet |
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