Kink estimation with correlated noise
From MaRDI portal
Publication:2510642
DOI10.1016/j.jkss.2008.08.001zbMath1293.62083OpenAlexW2090102616MaRDI QIDQ2510642
Publication date: 1 August 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2008.08.001
inverse problemsfractional integrationlong-range dependencefractional Gaussian noiseclimate changekinkchange pointhigh-order kernelseparation rate lemmazero-crossing technique
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Fractional derivatives and integrals (26A33)
Related Items
Asymptotics for \(p\)-value based threshold estimation in regression settings ⋮ Kink estimation in stochastic regression with dependent errors and predictors ⋮ Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimax theory of image reconstruction
- Change-points in nonparametric regression analysis
- Asymptotic equivalence of nonparametric regression and white noise
- Effect of dependence on statistics for determination of change
- Minimax estimation via wavelets for indirect long-memory data
- Estimation of regression functions with a discontinuity in a derivative with local polynomial fits
- Minimax estimation of sharp change points
- On the estimation of jump points in smooth curves
- Function estimation via wavelet shrinkage for long-memory data
- Nonparametric regression under long-range dependent normal errors
- The effect of serial correlation on tests for parameter change at unknown time
- Optimal change-point estimation from indirect observations
- Data-Driven Discontinuity Detection in Derivatives of a Regression Function
- Tests for Hurst effect
- On Minimax Estimation of a Discontinuous Signal
- Wavelet analysis of long-range-dependent traffic
- Detection of a change point with local polynomial fits for the random design case
- Estimation in a problem of fractional integration
- A wavelet-based joint estimator of the parameters of long-range dependence
- Bootstrap test for change-points in nonparametric regression
- Jump and sharp cusp detection by wavelets
- On the prediction of fractional Brownian motion
- Fractional Brownian Motions, Fractional Noises and Applications
- Asymptotic Properties of the Maximum in a Stationary Gaussian Process
This page was built for publication: Kink estimation with correlated noise
