A change-point estimator using local Fourier series

DOI10.1080/10485251003721232zbMATH Open1359.62106OpenAlexW2141276436MaRDI QIDQ3021177FDOQ3021177

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

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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)

Cites Work

• Testing goodness-of-fit in regression via order selection criteria
• Change point estimation using nonparametric regression
• Design-adaptive Nonparametric Regression
• Jump and sharp cusp detection by wavelets
• The problem of the Nile: Conditional solution to a changepoint problem
• One-Sided Cross-Validation
• Change-points in nonparametric regression analysis
• Inference about the change-point in a sequence of random variables
• How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
• Title not available (Why is that?)
• Detecting Change Points by Fourier Analysis
• Smoothing with Split Linear Fits
• Tests for Change in a Mean Function when the Data are Dependent

Cited In (2)

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

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