A change-point estimator using local Fourier series

DOI10.1080/10485251003721232zbMath1359.62106OpenAlexW2141276436MaRDI QIDQ3021177

Jeffrey D. Hart, Jae-Hee Kim

Publication date: 22 July 2011

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485251003721232

zbMATH Keywords

stochastic processchange-point modellocal Fourier estimatorsample Fourier coefficients

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (1)

Local Fourier tests for structural change based on residuals

Cites Work

• Unnamed Item
• Change-points in nonparametric regression analysis
• Testing goodness-of-fit in regression via order selection criteria
• Change point estimation using nonparametric regression
• Smoothing with Split Linear Fits
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Detecting Change Points by Fourier Analysis
• Design-adaptive Nonparametric Regression
• The problem of the Nile: Conditional solution to a changepoint problem
• Tests for Change in a Mean Function when the Data are Dependent
• One-Sided Cross-Validation
• Jump and sharp cusp detection by wavelets
• Inference about the change-point in a sequence of random variables

This page was built for publication: A change-point estimator using local Fourier series