Wavelet estimators for change-point regression models

MaRDI QIDQ2715896zbMATH OpenFDO

Authors A. Antoniadis

Publication date 29 May 2001

zbMATH Keywords

discontinuity locatorknown jump-pointsquasi-optimal estimationwhite noise model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(22)

• Data dependent wavelet thresholding in nonparametric regression with change-point applications
• Piecewise convex function estimation: Pilot estimators
• Wavelets and estimation of discontinuous functions
• Minimax estimation of sharp change points
• Pointwise wavelet change-points estimation for dependent biased sample
• Flexible, boundary adapted, nonparametric methods for the estimation of univariate piecewise-smooth functions
• Optimal change-point estimation from indirect observations
• Nonlinear regression modeling and detecting change points via the relevance vector machine
• Estimation of a regression function with a sharp change point using boundary wavelets
• Wavelet change-point estimation for the density based on biased sample
• Wavelet change-point estimation for long memory non-parametric random design models
• Change Curve Estimation via Wavelets
• scientific article; zbMATH DE number 1271136 (Why is no real title available?)
• scientific article; zbMATH DE number 1301710 (Why is no real title available?)
• Optimal Change‐point Estimation in Inverse Problems
• A piecewise regression analysis with automatic change-point detection
• Detecting Abrupt Changes by Wavelet Methods
• scientific article; zbMATH DE number 2104207 (Why is no real title available?)
• Wavelet detection and change point estimation in nonparametric regression models
• scientific article; zbMATH DE number 1405812 (Why is no real title available?)
• Change-point estimation from indirect observations. 1. Minimax complexity
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance

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