A change-point estimator using local Fourier series

DOI10.1080/10485251003721232MaRDI QIDQ3021177zbMATH OpenOpenAlexFDO

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

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Cites work

• scientific article; zbMATH DE number 3766397 (Why is no real title available?)
• Change point estimation using nonparametric regression
• Change-points in nonparametric regression analysis
• Design-adaptive Nonparametric Regression
• Detecting Change Points by Fourier Analysis
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Inference about the change-point in a sequence of random variables
• Jump and sharp cusp detection by wavelets
• One-Sided Cross-Validation
• Smoothing with Split Linear Fits
• Testing goodness-of-fit in regression via order selection criteria
• Tests for Change in a Mean Function when the Data are Dependent
• The problem of the Nile: Conditional solution to a changepoint problem

Cited in

(2)

• Multiple change-point models for time series
• Local Fourier tests for structural change based on residuals

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