Pages that link to "Item:Q1194537"

The following pages link to Change-points in nonparametric regression analysis (Q1194537):

Displaying 50 items.

• Testing for jumps in the presence of smooth changes in trends of nonstationary time series (Q262694) (← links)
• Asymptotics for \(p\)-value based threshold estimation under repeated measurements (Q274035) (← links)
• Testing for change points in partially linear models (Q277056) (← links)
• Adaptive estimation of autoregressive models with time-varying variances (Q290952) (← links)
• Nonparametric simultaneous testing for structural breaks (Q291109) (← links)
• Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility (Q291114) (← links)
• Asymptotics for \(p\)-value based threshold estimation in regression settings (Q372134) (← links)
• Change-point problems in nonlinear regression estimation with dependent observations (Q425785) (← links)
• Nonparametric estimation of the regression function having a change point in generalized linear models (Q434733) (← links)
• Change-point analysis in increasing dimension (Q444964) (← links)
• Regression discontinuity designs with unknown discontinuity points: testing and estimation (Q496153) (← links)
• Change-point estimation from indirect observations. 1. Minimax complexity (Q731700) (← links)
• On a multi-channel change-point problem (Q734532) (← links)
• Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance (Q736698) (← links)
• Jump detection in time series nonparametric regression models: a polynomial spline approach (Q743999) (← links)
• Jump detection in generalized error-in-variables regression with an application to Australian health tax policies (Q746678) (← links)
• Glacier terminus estimation from Landsat image intensity profiles (Q893361) (← links)
• A change-point problem in relative error-based regression (Q905109) (← links)
• Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
• Semi-parametric dynamic time series modelling with applications to detecting neural dynamics (Q965143) (← links)
• Detection of a change point based on local-likelihood (Q972895) (← links)
• Blind deconvolution for jump-preserving curve estimation (Q980582) (← links)
• On rapid change points under long memory (Q989259) (← links)
• Jump-preserving regression and smoothing using local linear fitting: a compromise (Q995794) (← links)
• Consistencies and rates of convergence of jump-penalized least squares estimators (Q1002154) (← links)
• Detection of linear and circular shapes in image analysis (Q1010497) (← links)
• Discontinuous regression surfaces fitting (Q1307095) (← links)
• Change point estimation using nonparametric regression (Q1354400) (← links)
• Two-stage change-point estimators in smooth regression models (Q1365167) (← links)
• On the functional estimation of jump-diffusion models. (Q1398983) (← links)
• Limit theorems for kernel-type estimators for the time of change (Q1582358) (← links)
• The wavelet detection of the jump and cusp points of a regression function (Q1582574) (← links)
• Estimation of regression functions with a discontinuity in a derivative with local polynomial fits (Q1613008) (← links)
• Anatomical curve identification (Q1663327) (← links)
• Estimation of a function with discontinuities via local polynomial fit with an adaptive window choice (Q1807122) (← links)
• Minimax estimation of sharp change points (Q1807135) (← links)
• Discontinuous versus smooth regression (Q1807167) (← links)
• Tracking a smooth fault line in a response surface. (Q1848796) (← links)
• Nonparametric monitoring of financial time series by jump-preserving control charts (Q1849312) (← links)
• Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
• Asymptotics of maximum likelihood estimator in a two-phase linear regression model (Q1866223) (← links)
• Change point estimation by local linear smoothing (Q1867136) (← links)
• Local polynomial \(M\)-smoothers in nonparametric regression (Q1888852) (← links)
• Jump estimation in inverse regression (Q1952028) (← links)
• Nonparametric inference on structural breaks (Q1973431) (← links)
• Kernel estimation of discontinuous regression functions (Q1976510) (← links)
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators (Q2073724) (← links)
• A variational inference for the Lévy adaptive regression with multiple kernels (Q2095764) (← links)
• Bayesian curve fitting for discontinuous functions using an overcomplete system with multiple kernels (Q2131918) (← links)
• On change-point estimation under Sobolev sparsity (Q2180074) (← links)