Detection of the number, locations and magnitudes of jumps
From MaRDI portal
Publication:3817476
DOI10.1080/15326348808807089zbMath0666.62080OpenAlexW2021493583MaRDI QIDQ3817476
Publication date: 1988
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326348808807089
Related Items
Estimation of regression functions with a discontinuity in a derivative with local polynomial fits, Adaptive estimation of autoregressive models with time-varying variances, Change points in nonparametric regresion functions, Nonparametric boundary detection, Nonparametric inference on jump regression surface, Hybrid Bayesian procedures for automatic detection of change-points, Estimating the number of change points in a sequence of independent normal random variables, Inference in a model with at most one slope-change point, Nonparametric multiple change-point estimators, Estimation of change-points in a nonparametric regression function through kernel density estimation, Estimation of the number of jumps of the jump regression functions, On the functional estimation of jump-diffusion models., Nonparametric inference on structural breaks, Kernel estimation of discontinuous regression functions, Hypothesis testing by convex optimization, Regression discontinuity designs with unknown discontinuity points: testing and estimation, Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points, Detection of a change point based on local-likelihood, Optimal change-point estimation from indirect observations, The screening and ranking algorithm to detect DNA copy number variations, Detection of jumps by wavelets in a heteroscedastic autoregressive model, The wavelet identification for jump points of derivative in regression model, Multiple change-point detection: a selective overview, Change-point estimation from indirect observations. 1. Minimax complexity, A shape-based cutting and clustering algorithm for multiple change-point detection, Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice, Estimation of a change point in the variance function based on the χ2-distribution, Bayesian Estimation of the Number of Change Points in Simple Linear Regression Models, The wavelet detection of the jump and cusp points of a regression function, Estimation of multiple-regime regressions with least absolutes deviation, Detection of the jump points of a heteroscedastic regression model by wavelets, Change point estimation by local linear smoothing