Change point estimation by local linear smoothing under a weak dependence condition

DOI10.3103/S1066530707010036MaRDI QIDQ2440595zbMATH OpenFDO

Authors Yanyan Li

Publication date 19 March 2014

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/S1066530707010036

zbMATH Keywords

central limit theoremchange pointinfinitely divisible distributionsLindeberg theoremlocal linear regressionnonparametric regressionstationary sequencesweakly dependent sequences

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Stationary stochastic processes (60G10) Nonparametric regression and quantile regression (62G08)

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Cites work

• A new weak dependence condition and applications to moment inequalities
• About the Berry-Esseen theorem for weakly dependent sequences
• Change point estimation by local linear smoothing
• Change point estimation for a weakly dependent sequence
• Change point estimation using nonparametric regression
• Change-points in nonparametric regression analysis
• Conditional convergence to infinitely divisible distributions with finite variance
• scientific article; zbMATH DE number 3090543 (Why is no real title available?)
• Kernel-type estimators of jump points and values of a regression function
• New dependence coefficients. Examples and applications to statistics
• Some Limit Theorems for Stationary Processes
• The asymptotic distributions of kernel estimators of the mode
• Variable bandwidth and local linear regression smoothers

Cited in

(8)

• Change point estimation for a weakly dependent sequence
• Change point estimation by local linear smoothing
• A less sensitive linear detector for the change point based on kernel smoothing method
• Smooth change point estimation in regression models with random design
• Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes
• Convergence of changepoint estimators for weakly dependent data
• Ratio tests for variance change in nonparametric regression
• Change point estimators by local polynomial fits under a dependence assumption

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