On rapid change points under long memory

DOI10.1016/J.JSPI.2010.04.051zbMath1204.62150OpenAlexW2157460168MaRDI QIDQ989259

Sucharita Ghosh, Patricia Menéndez, Jan Beran

Publication date: 19 August 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.04.051

zbMATH Keywords

kernel smoothingderivative estimationlong memoryGaussian subordinationirregularily spaced time seriesPalaeo research

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to environmental and related topics (62P12) Non-Markovian processes: estimation (62M09) Applications of statistics (62P99)

Related Items (6)

A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates ⋮ On local slope estimation in partial linear models under Gaussian subordination ⋮ On estimation of mean and covariance functions in repeated time series with long-memory errors ⋮ Computation of Spatial Gini Coefficients ⋮ Surface estimation under local stationarity ⋮ On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series

Uses Software

• longmemo

Cites Work

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