数学物理学报(英文版)
數學物理學報(英文版)
수학물이학보(영문판)
Acta Mathematica Scientia
2002年
2期
269-276
,共8页
任浩波%赵延孟%李元%谢衷洁
任浩波%趙延孟%李元%謝衷潔
임호파%조연맹%리원%사충길
Heteroscedastic regression model%jumps%wavelets
Wavelets are applied to detect the jumps in a heteroscedastic regression model.It is shown that the wavelet coefficients of the data have significantly large absolute values across fine scale levels near the jump points. Then a procedure is developed to estimate the jumps and jump heights. All estimators are proved to be consistent.
