Change point estimation by local linear smoothing

DOI10.1006/jmva.2001.2038zbMath1021.62026OpenAlexW2055487042MaRDI QIDQ1867136

Zouhir Hamrouni, Gerard Gregoire

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 pointslocal linear regressioncompound Poisson processes

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99)

Related Items (22)

Testing for change points in partially linear models ⋮ Smoothing and preservation of irregularities using local linear fitting. ⋮ Tests for continuity of regression functions ⋮ Bootstrap test for change-points in nonparametric regression ⋮ Change point estimation in regression model with response missing at random ⋮ Change-point problems in nonlinear regression estimation with dependent observations ⋮ A new method for solving the problem of the mean estimation when the underlying regression function is discontinuous ⋮ Nonparametric estimation of the regression function having a change point in generalized linear models ⋮ Change point estimation by local linear smoothing under a weak dependence condition ⋮ A first order autoregressive process with a change point: a Bayesian approach based on model selection ⋮ Change‐Point Tests for the Error Distribution in Non‐parametric Regression ⋮ Regression discontinuity designs with unknown discontinuity points: testing and estimation ⋮ Local linear kernel estimation of the discontinuous regression function ⋮ A surveillance procedure for random walks based on local linear estimation ⋮ Change point estimators by local polynomial fits under a dependence assumption ⋮ Detection of a change point based on local-likelihood ⋮ Asymptotic fluctuations of mutagrams ⋮ Jump-preserving regression and smoothing using local linear fitting: a compromise ⋮ Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function ⋮ Estimation of a change point in the variance function based on the χ²-distribution ⋮ Variance Change Point Detection Under a Smoothly-Changing Mean Trend with Application to Liver Procurement ⋮ Testing for jumps in the presence of smooth changes in trends of nonstationary time series

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