TY - JOUR
T1 - Wavelet Change-Point Estimation for Long Memory Non-Parametric Random Design Models
AU - Wang, Lihong
AU - Cai, Haiyan
AU - Lihong, Wang
N1 - For a random design regression model with long memory design and long memory errors, we consider the problem of detecting a change point for sharp cusp or jump
PY - 2010/1/3
Y1 - 2010/1/3
N2 - For a random design regression model with long memory design and long memory errors, we consider the problem of detecting a change point for sharp cusp or jump discontinuity in the regression function. Using the wavelet methods, we obtain estimators for the change point, the jump size and the regression function. The strong consistencies of these estimators are given in terms of convergence rates.
AB - For a random design regression model with long memory design and long memory errors, we consider the problem of detecting a change point for sharp cusp or jump discontinuity in the regression function. Using the wavelet methods, we obtain estimators for the change point, the jump size and the regression function. The strong consistencies of these estimators are given in terms of convergence rates.
UR - https://papers.ssrn.com/sol3/Delivery.cfm?abstractid=1552219
UR - https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1467-9892.2009.00646.x
U2 - 10.1111/j.1467-9892.2009.00646.x
DO - 10.1111/j.1467-9892.2009.00646.x
M3 - Article
VL - 31
JO - Journal of Time Series Analysis
JF - Journal of Time Series Analysis
ER -