Autocovariance Estimation in Regression with a Discontinuous Signal and m‐Dependent Errors: A Difference‐Based Approach
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Publication:5738832
DOI10.1111/sjos.12256zbMath1422.62154arXiv1507.02485OpenAlexW2474317567MaRDI QIDQ5738832
Axel Munk, Inder Tecuapetla-Gómez
Publication date: 13 June 2017
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.02485
mean squared errorchange-pointcovariance matrix estimationnon-parametric regression\(m\)-dependent processesautocovariance estimationdiscontinuous signalconvex projectiondifference-based methods
Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Stationary stochastic processes (60G10)
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Uses Software
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