The S-estimator in the change-point random model with long memory
From MaRDI portal
Publication:3143500
DOI10.1080/02331888.2011.553683zbMath1316.62097arXiv0906.1710OpenAlexW2025053822MaRDI QIDQ3143500
Publication date: 30 November 2012
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.1710
Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Gaussian processes (60G15) Linear regression; mixed models (62J05) Applications of statistics to environmental and related topics (62P12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
Asymmetric cusp estimation in regression models ⋮ Estimation of Parameters in the Joinpoint Two-Regime Regression Model
Cites Work
- Unnamed Item
- Unnamed Item
- Detection of multiple changes in a sequence of dependent variables
- The effect of long-range dependence on change-point estimators
- Testing for structural change in regression with long memory processes
- \(\tau\)-estimators of regression models with structural change of unknown location
- Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors
- Testing a sub-hypothesis in linear regression models with long memory covariates and errors.
- Efficient parameter estimation for self-similar processes
- Multiple stochastic integrals with dependent integrators
- Estimation of multiple-regime regressions with least absolutes deviation
- Asymptotics of \(M\)-estimators in non-linear regression with long memory designs.
- Long memory versus structural breaks: an overview
- Log-periodogram regression of time series with long range dependence
- Testing for structural change in a long-memory environment
- Semiparametric analysis of long-range dependence in nonlinear regression
- Asymptotics of M-estimators in two-phase linear regression models.
- THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
- Maximum likelihood estimator in a multi-phase random regression model
- Long‐Memory Time Series
- The mean squared error of Geweke and Porter-Hudak's estimator of the memory parameter of a long-memory time series
- Change‐Point Estimation of Fractionally Integrated Processes
- Wavelet analysis of long-range-dependent traffic
- Multiscale detection and location of multiple variance changes in the presence of long memory
- The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
- A General Qualitative Definition of Robustness
