Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence

DOI10.1016/J.SPL.2011.07.019zbMath1225.62057arXiv1107.5859OpenAlexW2030908474MaRDI QIDQ645442

Justin Rory Wishart

Publication date: 15 November 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.5859

zbMATH Keywords

minimax

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Fractional processes, including fractional Brownian motion (60G22)

Uses Software

• longmemo

Cites Work

• Change-point estimation from indirect observations. 1. Minimax complexity
• Change-point estimation from indirect observations. 2. Adaptation
• Integration questions related to fractional Brownian motion
• Optimal change-point estimation from indirect observations
• Kink estimation with correlated noise
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Fractional Brownian Motions, Fractional Noises and Applications
• Introduction to nonparametric estimation
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