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Change point estimation by local linear smoothing under a weak dependence condition

✍ Scribed by C. Prieur


Book ID
111503677
Publisher
Allerton Press Inc
Year
2007
Tongue
English
Weight
671 KB
Volume
16
Category
Article
ISSN
1066-5307

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Change Point Estimation by Local Linear
✍ GΓ©rard GrΓ©goire; Zouhir Hamrouni πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 219 KB

We consider the problem of estimating jump points in smooth curves. Observations (X i , Y i ) i=1, ..., n from a random design regression function are given. We focus essentially on the basic situation where a unique change point is present in the regression function. Based on local linear regressio