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Estimation of a change point in the variance function based on the <font>χ<sup>2</sup></font>-distribution - MaRDI portal

Estimation of a change point in the variance function based on the <font>χ<sup>2</sup></font>-distribution (Q2817126)

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scientific article; zbMATH DE number 6620241
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English
Estimation of a change point in the variance function based on the <font>χ<sup>2</sup></font>-distribution
scientific article; zbMATH DE number 6620241

    Statements

    Estimation of a change point in the variance function based on the <font>χ<sup>2</sup></font>-distribution (English)
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    29 August 2016
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    discontinuity point
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    likelihood function
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    local polynomial fit
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    one-sided kernel
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    rate of convergence
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