Nonparametric estimation of the variance function with a change point (Q2372591)
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scientific article; zbMATH DE number 5175976
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| English | Nonparametric estimation of the variance function with a change point |
scientific article; zbMATH DE number 5175976 |
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Nonparametric estimation of the variance function with a change point (English)
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31 July 2007
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discontinuity point
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jump size
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variance estimation
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one sided kernel
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rate of convergence
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0.8406011462211609
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0.8381426334381104
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0.8339675664901733
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0.8299036026000977
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