Change point detection for nonparametric regression under strongly mixing process

DOI10.1007/s00362-020-01196-yzbMath1452.62326arXiv1910.14330OpenAlexW3041092690MaRDI QIDQ2208376

Yi Zhang, Qing Yang, Yu-Ning Li

Publication date: 2 November 2020

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.14330

zbMATH Keywords

nonparametric regressionstructural changeCUSUM statisticchange point detectionstrongly mixing process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)

Related Items

On change-points tests based on two-samples \(U\)-statistics for weakly dependent observations ⋮ Change-point detection for the link function in a single-index model ⋮ Hajek-Renyi-type inequality for \((\alpha, \beta)\)-mixing sequences and its application to change-point model ⋮ Data-driven estimation of change-points with mean shift ⋮ Editorial for the special issue: Change point detection

Uses Software

• wbs
• factorcpt

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