Kink estimation in stochastic regression with dependent errors and predictors
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Publication:1952085
DOI10.1214/10-EJS571zbMath1329.62205arXiv1003.1535MaRDI QIDQ1952085
Rafał Kulik, Justin Rory Wishart
Publication date: 27 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.1535
long-range dependence; random design; kink; change point; high-order kernel; separation rate lemma; zero-crossing technique
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
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