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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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 |
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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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