Change Point Estimation with Independent Observations and Piece-Wise Continuous Variance Function

DOI10.1080/03610920701669843zbMath1318.62133OpenAlexW4244808529MaRDI QIDQ5457993

Michael Last

Publication date: 10 April 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701669843

zbMATH Keywords

bootstrapchange-pointlocally linearlocally stationary

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09)

Cites Work

• Heavy traffic approximations for busy period in an M/G/\(\infty\) queue
• On the estimation of jump points in smooth curves
• Change point estimation by local linear smoothing
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• A jump-preserving curve fitting procedure based on local piecewise-linear kernel estimation
• Estimation of the number of jumps of the jump regression functions

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