Change-Point Estimation in Long Memory Nonparametric Models with Applications
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Publication:5451114
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Cites work
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
- scientific article; zbMATH DE number 3637090 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- A nearest neighbour-estimator for the score function
- Approximations and limit theorems for likelihood ratio processes in the binary case
- Bandwidth selection for kernel regression with long-range dependent errors
- Change in non-parametric regression with long memory errors
- Change-Point Detection With Non-Parametric Regression
- Change-of-variance problem for linear processes with long memory
- Change-points in nonparametric regression analysis
- Choice of bandwidth for kernel regression when residuals are correlated
- Consistent nonparametric regression. Discussion
- Cross-validatory bandwidth selections for regression estimation based on dependent data
- Detection of a change point with local polynomial fits for the random design case
- Estimation of the number of jumps of the jump regression functions
- Fractional differencing
- Gradual changes in long memory processes with applications
- Kernel-type estimators of jump points and values of a regression function
- Large-sample inference for nonparametric regression with dependent errors
- Limit theorems for change in linear regression
- Linear Trend with Fractionally Integrated Errors
- Local linear regression estimation for time series with long-range dependence
- Minimax estimation of sharp change points
- NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
- Nonparametric regression with long-range dependence
- Random-design regression under long-range dependent errors
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Semiparametric estimation from time series with long-range dependence
- Statistical methods for DNA sequence segmentation
- The effect of long-range dependence on change-point estimators
Cited in
(18)- The S-estimator in the change-point random model with long memory
- Estimating a change point in the long memory parameter
- Kink estimation in stochastic regression with dependent errors and predictors
- Change-point estimation of nonstationary \(I(d)\) processes
- Change point in variance of fractionally integrated noise
- Change point detection for nonparametric regression under strongly mixing process
- Change point estimation based on Wilcoxon tests in the presence of long-range dependence
- Estimation methods for the LRD parameter under a change in the mean
- Change-point detection with rank statistics in long-memory time-series models
- Wavelet change-point estimation for long memory non-parametric random design models
- Change-point detection for the link function in a single-index model
- On rapid change points under long memory
- Multiple change-point detection for regression curves
- A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data
- Detection and estimation of jump points in non parametric regression function with \(AR(1)\) noise
- Change point estimation in non-monotonic aging models
- Change in non-parametric regression with long memory errors
- Long-run variance estimation for spatial data under change-point alternatives
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