Wavelet change-point estimation for long memory non-parametric random design models

DOI10.1111/j.1467-9892.2009.00646.xzbMath1223.62052MaRDI QIDQ3077679

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

zbMATH Keywords

nonparametric regression; change-point detection; long memory time series; wavelet estimation

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

62G30: Order statistics; empirical distribution functions

Related Items

Detection and Estimation of Jump Points in Non parametric Regression Function withAR(1) Noise, Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors, Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors, Pointwise wavelet change-points estimation for dependent biased sample, Pointwise wavelet estimation of density function with change-points based on NA and biased sample, Wavelet estimation in time-varying coefficient models, Wavelet change-point estimation for the density based on biased sample

Uses Software

• longmemo

Cites Work

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