Change-Point Estimation in Long Memory Nonparametric Models with Applications
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Publication:5451114
DOI10.1080/03610910701723583zbMath1139.62022OpenAlexW2157585038MaRDI QIDQ5451114
Publication date: 18 March 2008
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910701723583
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Monte Carlo methods (65C05)
Related Items (7)
Estimation methods for the LRD parameter under a change in the mean ⋮ Change-point detection for the link function in a single-index model ⋮ Kink estimation in stochastic regression with dependent errors and predictors ⋮ Change point detection for nonparametric regression under strongly mixing process ⋮ Wavelet change-point estimation for long memory non-parametric random design models ⋮ CHANGE-POINT DETECTION WITH RANK STATISTICS IN LONG-MEMORY TIME-SERIES MODELS ⋮ Detection and Estimation of Jump Points in Non parametric Regression Function withAR(1) Noise
Uses Software
Cites Work
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