On change point detection in regression function using nonparametric autoregressive processes

DOI10.1007/S13226-023-00471-6MaRDI QIDQ7026396zbMATH OpenFDO

Authors Ben Célestin Kouassi, Ouagnina Hili, Edoh Katchekpele

Publication date 18 February 2025

Published in Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S13226-023-00471-6

zbMATH Keywords

change point detectionnonparametric estimationnonparametric testregression function

Mathematics Subject Classification ID

Stochastic processes (60G99) Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

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Cited in

(1)

• CUSUM-test for unconditional variance change detection in bilinear GARCH models

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