Estimation of a change point in the variance function based on the <font>χ<sup>2</sup></font>-distribution (Q2817126)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a change point in the variance function based on the <font>χ<sup>2</sup></font>-distribution |
scientific article |
Statements
Estimation of a change point in the variance function based on the <font>χ<sup>2</sup></font>-distribution (English)
0 references
29 August 2016
0 references
discontinuity point
0 references
likelihood function
0 references
local polynomial fit
0 references
one-sided kernel
0 references
rate of convergence
0 references
0 references
0 references
0 references
0 references
0 references
