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

DOI10.1080/03610926.2013.851242MaRDI QIDQ5259115zbMATH OpenOpenAlexFDO

Authors Dan Wang, Pengjiang Guo

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

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)

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Cites work

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

Cited in

(6)

• A robust and efficient estimation method for nonparametric models with jump points
• Robust jump-detection-based estimation for nonparametric models
• Detection of change point in nonparametric function with unit-root noise by wavelet
• Wavelet detection of jumping points in a nonparametric function with the unit-root noise
• Pointwise wavelet change-points estimation for dependent biased sample
• The wavelet identification for jump points of derivative in regression model

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