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

Raimondo, Marc, Tajvidi, Nader . Statistica Sinica 2004. 14 (2) :395-412

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Bibtex

@article{CIS-189485,
  Author = {Raimondo, Marc and Tajvidi, Nader},
  Title = {A peaks over threshold model for change-point detection by wavelets},
  Journal = {Statistica Sinica},
  Volume = {14},
  Number = {2},
  Year = {2004},
  Pages = {395--412},
  Keywords = {Change point, Nonparametric regression, Peaks over threshold, general Pareto distribution, tail exponent wavelets}
}

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