Detection and estimation of jump points in non parametric regression function with AR(1) noise

DOI10.1080/03610926.2013.851242zbMATH Open1328.62252OpenAlexW1975464424MaRDI QIDQ5259115FDOQ5259115

Pengjiang Guo, Dan Wang

Publication date: 24 June 2015

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.851242

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zbMATH Keywords

wavelet analysis\(AR(1)\) processjump pointnon parametric regression model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Cites Work

• Time series: theory and methods.
• Minimax estimation of sharp change points
• Jump and sharp cusp detection by wavelets
• Monitoring changes in linear models
• Likelihood ratio tests for multiple structural changes
• Detecting Abrupt Changes by Wavelet Methods
• Wavelet change-point estimation for long memory non-parametric random design models
• On the minimax optimality of block thresholded wavelet estimators with long memory data
• Wavelet estimation of a regression function with a sharp change point in a random design
• Change-Point Estimation in Long Memory Nonparametric Models with Applications

Cited In (2)

• Pointwise wavelet change-points estimation for dependent biased sample
• The wavelet identification for jump points of derivative in regression model

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