A surveillance procedure for random walks based on local linear estimation

DOI10.1080/10485250903082414zbMath1189.62146OpenAlexW2089464581MaRDI QIDQ3569204

Ansgar Steland

Publication date: 18 June 2010

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250903082414

zbMATH Keywords

invariance principlenonparametric regressionweak dependencesequential analysischange pointnon-standard asymptotics

Mathematics Subject Classification ID

Related Items (3)

Asymptotics for \(p\)-value based threshold estimation in regression settings ⋮ Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction ⋮ Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration

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