A change-point estimator using local Fourier series

DOI10.1080/10485251003721232zbMath1359.62106MaRDI 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 process; change-point model; local Fourier estimator; sample Fourier coefficients

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Local Fourier tests for structural change based on residuals

Cites Work

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