Change point estimation by local linear smoothing

DOI10.1006/jmva.2001.2038zbMath1021.62026MaRDI QIDQ1867136

Zouhir Hamrouni, Gerard Gregoire

Publication date: 2 April 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2038

zbMATH Keywords

change points; local linear regression; compound Poisson processes

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62M99: Inference from stochastic processes

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