Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
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Publication:645442
DOI10.1016/j.spl.2011.07.019zbMath1225.62057arXiv1107.5859MaRDI QIDQ645442
Publication date: 15 November 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.5859
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
60G22: Fractional processes, including fractional Brownian motion
Uses Software
Cites Work
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- Change-point estimation from indirect observations. 1. Minimax complexity
- Change-point estimation from indirect observations. 2. Adaptation
- Integration questions related to fractional Brownian motion
- Optimal change-point estimation from indirect observations
- Kink estimation with correlated noise
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Fractional Brownian Motions, Fractional Noises and Applications
- Introduction to nonparametric estimation