Change-point problems in nonlinear regression estimation with dependent observations

DOI10.1016/J.NA.2009.04.016zbMath1239.62078OpenAlexW1966185029MaRDI QIDQ425785

Shuya Kanagawa, Ken-ichi Yoshihara

Publication date: 9 June 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2009.04.016

zbMATH Keywords

stochastic differential equationsstrong mixingtime series analysismathematical finance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) General nonlinear regression (62J02)

Related Items (3)

Wavelet-based estimation of regression function for dependent biased data under a given random design ⋮ Wavelet-Based Quantile Density Function Estimation Under Random Censorship ⋮ On MISE of a Non linear Wavelet Estimator of the Regression Function Based on Biased Data under Strong Mixing

Cites Work

• Change point estimation by local linear smoothing
• Central Limit Theorems for dependent variables. I

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