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A peaks over threshold model for change-point detection by wavelets
M Raimondo, Nader Tajvidi
Mathematical Statistics
Financial Mathematics Group
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Dive into the research topics of 'A peaks over threshold model for change-point detection by wavelets'. Together they form a unique fingerprint.
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Computer Science
Modeling
100%
Approximation (Algorithm)
100%
Arbitrary Number
100%
Point Detection
100%
Multiresolution Analysis
100%
Wavelet Transforms
100%
Asymptotic Result
100%
Threshold Model
100%
Critical Region
100%
Wavelet Coefficient
100%
Pareto Distribution
100%
Unknown Function
100%
Mathematics
Wavelet
100%
Modeling
25%
Approximation
25%
Asymptotics
25%
Points
25%
Wide Range
25%
smooth curve γ
25%
Generalized Pareto Distribution
25%
Extreme Value Theory
25%
Wavelet Transforms
25%
Wavelet Base
25%
Engineering
Models
100%
Transforms
50%
Combines
50%
Illustrates
50%
Noise Distribution
50%
Medium Size
50%
Economics, Econometrics and Finance
Extreme Value
100%
Scientific Modelling
50%