Change in non-parametric regression with long memory errors

DOI10.1524/STND.2005.23.2.147MaRDI QIDQ3365776zbMATH OpenOpenAlexFDO

Authors Lihong Wang

Publication date 23 January 2006

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/stnd.2005.23.2.147

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cited in

(8)

• The S-estimator in the change-point random model with long memory
• Change-Point Estimation in Long Memory Nonparametric Models with Applications
• Change point detection for nonparametric regression under strongly mixing process
• Estimating change points in nonparametric time series regression models
• Change-point detection with rank statistics in long-memory time-series models
• Multiscale inference and long-run variance estimation in non-parametric regression with time series errors
• Wavelet change-point estimation for long memory non-parametric random design models
• Nonparametric regression with heteroscedastic long memory errors

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