On rapid change points under long memory (Q989259)

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Language	Label	Description	Also known as
English	On rapid change points under long memory	scientific article

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scholarly article

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On rapid change points under long memory (English)

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Patricia Menéndez

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Sucharita Ghosh

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Journal of Statistical Planning and Inference

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publication date

19 August 2010

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zbMATH Keywords

derivative estimation

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irregularily spaced time series

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Gaussian subordination

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kernel smoothing

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long memory

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Palaeo research

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jspi.2010.04.051

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On parameter estimation for locally stationary long-memory processes

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ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM

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Testing for a change of the long-memory parameter

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SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity

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Dynamic detection of change points in long time series

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Nonparametric regression under long-range dependent normal errors

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Non-central limit theorems for non-linear functional of Gaussian fields

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Bootstrap test for change-points in nonparametric regression

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Data-Driven Discontinuity Detection in Derivatives of a Regression Function

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On the estimation of jump points in smooth curves

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Testing and estimating in the change-point problem of the spectral function

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AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING

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Nonparametric regression with long-range dependence

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Inference about the change-point in a sequence of random variables

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The effect of long-range dependence on change-point estimators

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Change-Point Detection With Non-Parametric Regression

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Limit theorems for quadratic forms with applications to Whittle's estimate

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Fractional differencing

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Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

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Inference under right censoring for transformation models with a change-point based on a covariate threshold

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Change‐Point Estimation of Fractionally Integrated Processes

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Change-point estimation under adaptive sampling

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Change point estimation using nonparametric regression

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Change-points in nonparametric regression analysis

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Hazard Rate Estimation under Random Censoring with Varying Kernels and Bandwidths

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Long‐Memory Time Series

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Testing and estimating change-points in time series

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Estimation in a Cox regression model with a change-point according to a threshold in a covariate

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Bandwidth selection for kernel regression with long-range dependent errors

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Convergence of integrated processes of arbitrary Hermite rank

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JSPI.2010.04.051

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Sitelinks

Mathematics(1 entry)

mardi Publication:989259

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