Wavelet change-point estimation for long memory non-parametric random design models
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Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Recommendations
- Wavelet detection and estimation of change points in nonparametric regression models under random design
- Change-Point Estimation in Long Memory Nonparametric Models with Applications
- Wavelet detection and change point estimation in nonparametric regression models
- Wavelet estimators for change-point regression models
- Wavelet estimation of change points of heavy-tailed processes with infinite variance
- Wavelet analysis of change points in nonparametric hazard rate models under random censorship
- A Bayesian wavelet approach to estimation of a change-point in a nonlinear multivariate time series
- Wavelet estimation of change-points in a nonparametric regression function with heavy-tailed noise
- Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance
- Pointwise wavelet change-points estimation for dependent biased sample
Cites work
- A data-driven block thresholding approach to wavelet estimation
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Change Curve Estimation via Wavelets
- Change in non-parametric regression with long memory errors
- Change-Point Estimation in Long Memory Nonparametric Models with Applications
- Estimation of nonlinear autoregressive models using design-adapted wavelets
- Function estimation via wavelet shrinkage for long-memory data
- scientific article; zbMATH DE number 1715060 (Why is no real title available?)
- scientific article; zbMATH DE number 5769421 (Why is no real title available?)
- scientific article; zbMATH DE number 1271134 (Why is no real title available?)
- scientific article; zbMATH DE number 1085990 (Why is no real title available?)
- scientific article; zbMATH DE number 847242 (Why is no real title available?)
- Interpolation of Besov Spaces
- Jump and sharp cusp detection by wavelets
- Limit theorems in change-point problems with multivariate long-range dependent observations
- Long‐Memory Time Series
- Minimax estimation of sharp change points
- Miscellanea. A note on design transformation and binning in nonparametric curve estimation
- NON‐PARAMETRIC ESTIMATION WITH STRONGLY DEPENDENT MULTIVARIATE TIME SERIES
- On the asymptotic expansion of the empirical process of long-memory moving averages
- On the minimax optimality of block thresholded wavelet estimators with long memory data
- Semiparametric estimation from time series with long-range dependence
- Smooth Design-Adapted Wavelets for Nonparametric Stochastic Regression
- Strong approximation for long memory processes with applications
- Ten Lectures on Wavelets
- The effect of long-range dependence on change-point estimators
- Time series regression with long-range dependence
- Wavelet estimation of a regression function with a sharp change point in a random design
Cited in
(15)- Asymptotic properties of wavelet estimators in partially linear errors-in-variables models with long-memory errors
- Minimax estimation of sharp change points
- Pointwise wavelet change-points estimation for dependent biased sample
- Pointwise wavelet estimation of density function with change-points based on NA and biased sample
- Wavelet estimation in time-varying coefficient models
- Wavelet estimation of a regression function with a sharp change point in a random design
- Estimation of a regression function with a sharp change point using boundary wavelets
- Wavelet change-point estimation for the density based on biased sample
- Change in non-parametric regression with long memory errors
- Wavelet detection and estimation of change points in nonparametric regression models under random design
- Wavelet estimation of change points of heavy-tailed processes with infinite variance
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors
- scientific article; zbMATH DE number 1271136 (Why is no real title available?)
- Detection and estimation of jump points in non parametric regression function with \(AR(1)\) noise
- Change-Point Estimation in Long Memory Nonparametric Models with Applications
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