Wavelet change-point estimation for long memory non-parametric random design models
DOI10.1111/J.1467-9892.2009.00646.XzbMATH Open1223.62052OpenAlexW1983600801MaRDI QIDQ3077679FDOQ3077679
Authors: Lihong Wang, Haiyan Cai 
Publication date: 22 February 2011
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.2009.00646.x
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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) Order statistics; empirical distribution functions (62G30)
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Cited In (13)
- Change-Point Estimation in Long Memory Nonparametric Models with Applications
- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
- Wavelet estimation in time-varying coefficient models
- Wavelet detection and estimation of change points in nonparametric regression models under random design
- Wavelet estimation of change points of heavy-tailed processes with infinite variance
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
- Detection and estimation of jump points in non parametric regression function with \(AR(1)\) noise
- Pointwise wavelet change-points estimation for dependent biased sample
- Pointwise wavelet estimation of density function with change-points based on NA and biased sample
- Estimation of a regression function with a sharp change point using boundary wavelets
- Wavelet estimation of a regression function with a sharp change point in a random design
- Change in non-parametric regression with long memory errors
- Wavelet change-point estimation for the density based on biased sample
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