Change point estimators by local polynomial fits under a dependence assumption

DOI10.1016/j.jmva.2008.02.036zbMath1151.62032MaRDI QIDQ957317

Zheng Yan Lin, Jia Chen, Degui Li

Publication date: 27 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.036

zbMATH Keywords

functional limit theorem; change point; \(\alpha \)-mixing; local polynomial fits; random design model

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

60F05: Central limit and other weak theorems

60F17: Functional limit theorems; invariance principles

Cites Work

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