Kink estimation with correlated noise

DOI10.1016/J.JKSS.2008.08.001zbMath1293.62083OpenAlexW2090102616MaRDI QIDQ2510642

Justin Rory Wishart

Publication date: 1 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2008.08.001

zbMATH Keywords

inverse problemsfractional integrationlong-range dependencefractional Gaussian noiseclimate changekinkchange pointhigh-order kernelseparation rate lemmazero-crossing technique

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Fractional derivatives and integrals (26A33)

Related Items (3)

Asymptotics for \(p\)-value based threshold estimation in regression settings ⋮ Kink estimation in stochastic regression with dependent errors and predictors ⋮ Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence

Uses Software

• longmemo

Cites Work

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