Optimal Change‐point Estimation in Inverse Problems

DOI10.1111/1467-9469.00077MaRDI QIDQ4376538zbMATH OpenOpenAlexFDO

Authors Michael H. Neumann

Publication date 14 December 1998

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00077

zbMATH Keywords

nonparametric regressionchange-point estimationdeconvolutioninverse problemserrors-in-variablesoptimal rates of convergencekernel estimatorsindirect observations

Mathematics Subject Classification ID

Point estimation (62F10) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

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• Nonparametric monitoring of financial time series by jump-preserving control charts
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• On optimal estimation of the mode in nonparametric deconvolution problems
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