Change point estimators by local polynomial fits under a dependence assumption
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Publication:957317
DOI10.1016/j.jmva.2008.02.036zbMath1151.62032OpenAlexW2028728576MaRDI QIDQ957317
Degui Li, Jia Chen, Zheng Yan Lin
Publication date: 27 November 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.036
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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Change point estimation in regression model with response missing at random, Kink estimation in stochastic regression with dependent errors and predictors, A piecewise polynomial trend against long range dependence, Jump detection in time series nonparametric regression models: a polynomial spline approach
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