Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function
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Recommendations
- Estimation of a change point in the variance function based on the \(\chi^{2}\)-distribution
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Cites work
- A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
- Change point estimation by local linear smoothing
- Estimation of the number of jumps of the jump regression functions
- Heavy traffic approximations for busy period in an M/G/\(\infty\) queue
- On the estimation of jump points in smooth curves
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
Cited in
(7)- Change-point in the mean of dependent observations
- On variance estimation under shifts in the mean
- Nonparametric estimation of the variance function with a change point
- Comparing change-point location in independent series
- Estimation of a change point in the variance function based on the \(\chi^{2}\)-distribution
- Change‐Point Estimation of Fractionally Integrated Processes
- Change-point detection for variance piecewise constant models
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