Detecting change-points in the mean of nonparametric regression models with unit-roots errors

MaRDI QIDQ3016607zbMATH OpenFDO

Authors Peiyan Qi, Zheng Tian, Xifa Duan

Publication date 19 July 2011

zbMATH Keywords

rate of convergencewavelet transformations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Statistics of extreme values; tail inference (62G32)

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• scientific article; zbMATH DE number 2104207

Cited in

(4)

• Multiscale Change-Point Analysis of Inhomogeneous Poisson Processes Using Unbalanced Wavelet Decompositions
• scientific article; zbMATH DE number 2104207 (Why is no real title available?)
• Detection of change point in nonparametric function with unit-root noise by wavelet
• Wavelet detection of jumping points in a nonparametric function with the unit-root noise

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