Wavelet change-point estimation for long memory non-parametric random design models

DOI10.1111/j.1467-9892.2009.00646.xzbMath1223.62052OpenAlexW1983600801MaRDI QIDQ3077679

Lihong Wang, Haiyan Cai

Publication date: 22 February 2011

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2009.00646.x

zbMATH Keywords

nonparametric regressionchange-point detectionlong memory time serieswavelet estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Order statistics; empirical distribution functions (62G30)

Related Items

Wavelet change-point estimation for the density based on biased sample, Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors, Pointwise wavelet change-points estimation for dependent biased sample, Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors, Pointwise wavelet estimation of density function with change-points based on NA and biased sample, Wavelet estimation in time-varying coefficient models, Detection and Estimation of Jump Points in Non parametric Regression Function withAR(1) Noise

Uses Software

• longmemo

Cites Work

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