Change-Point Estimation in Long Memory Nonparametric Models with Applications
DOI10.1080/03610910701723583zbMATH Open1139.62022OpenAlexW2157585038MaRDI QIDQ5451114FDOQ5451114
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
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Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)
Cites Work
- Title not available (Why is that?)
- The effect of long-range dependence on change-point estimators
- Title not available (Why is that?)
- Consistent nonparametric regression. Discussion
- Minimax estimation of sharp change points
- Fractional differencing
- Choice of bandwidth for kernel regression when residuals are correlated
- Nonparametric regression with long-range dependence
- Statistical methods for DNA sequence segmentation
- SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity
- Title not available (Why is that?)
- Linear Trend with Fractionally Integrated Errors
- Gradual changes in long memory processes with applications
- Change-of-variance problem for linear processes with long memory
- Change-points in nonparametric regression analysis
- Kernel-type estimators of jump points and values of a regression function
- Large-sample inference for nonparametric regression with dependent errors
- Bandwidth selection for kernel regression with long-range dependent errors
- Estimation of the number of jumps of the jump regression functions
- NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
- Random-design regression under long-range dependent errors
- Change-Point Detection With Non-Parametric Regression
- Detection of a change point with local polynomial fits for the random design case
- Local linear regression estimation for time series with long-range dependence
- A nearest neighbour-estimator for the score function
- Semiparametric estimation from time series with long-range dependence
- Change in non-parametric regression with long memory errors
- Approximations and limit theorems for likelihood ratio processes in the binary case
- Cross-validatory bandwidth selections for regression estimation based on dependent data
- Limit theorems for change in linear regression
Cited In (12)
- Kink estimation in stochastic regression with dependent errors and predictors
- Change point detection for nonparametric regression under strongly mixing process
- Change point estimation based on Wilcoxon tests in the presence of long-range dependence
- Detection and Estimation of Jump Points in Non parametric Regression Function withAR(1) Noise
- 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
- Multiple change-point detection for regression curves
- A change-point model for the \(r\)-largest order statistics with applications to environmental and financial data
- Change point estimation in non-monotonic aging models
- Change in non-parametric regression with long memory errors
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