Browsing Fakülteler by Author "Ozkan, Harun"
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Detecting structural changes using wavelets
Yazgan, M. Ege; Ozkan, Harun (Academic Press Inc Elsevier Science, 2015)We propose a powerful wavelet method to identify structural breaks in the mean of a process. If there is a structural change in the mean the sum of the squared scaling coefficients absorbs more variation leading to unequal ...