Change point estimation by local linear smoothing

DOI10.1006/jmva.2001.2038zbMath1021.62026MaRDI QIDQ1867136

Gerard Gregoire, Zouhir Hamrouni

Publication date: 2 April 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.2001.2038

zbMATH Keywords

change points; local linear regression; compound Poisson processes

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62M99: Inference from stochastic processes

Related Items

Bootstrap test for change-points in nonparametric regression, Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function, Change-point problems in nonlinear regression estimation with dependent observations, Nonparametric estimation of the regression function having a change point in generalized linear models, Regression discontinuity designs with unknown discontinuity points: testing and estimation, Smoothing and preservation of irregularities using local linear fitting., Tests for continuity of regression functions, Change point estimators by local polynomial fits under a dependence assumption, Detection of a change point based on local-likelihood, Jump-preserving regression and smoothing using local linear fitting: a compromise, Change point estimation by local linear smoothing under a weak dependence condition, Local linear kernel estimation of the discontinuous regression function, Asymptotic fluctuations of mutagrams, A new method for solving the problem of the mean estimation when the underlying regression function is discontinuous, Change‐Point Tests for the Error Distribution in Non‐parametric Regression, A surveillance procedure for random walks based on local linear estimation

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