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研究无穷方差厚尾过程中含有变点的非参数函数的估计问题.通过小波方法给出变点位置的估计值并得到其收敛速度.在已知变点估计值的基础上,将截尾方法与小波压缩方法相结合得到非参数函数的估计值.模拟研究结果说明对于无穷方差厚尾过程中的函数估计问题小波方法是有效的.“,”In this paper, we study the estimation of nonparametric function in heavy-tailed process with infinite variance. First, we propose a sharp change point estimator by wavelets and has the convergence rate. Next, we estimate the nonparametric function based on the change point estimator by truncating tail and wavelet shrinkage. Simulation study show that our method is available for estimation of non-parametric function in heavy-tailed process with infinite variance.