Change point estimators by local polynomial fits under a dependence assumption

Journal of Multivariate Analysis

Volumn 99, Issue 10, 2008, Pages 2339-2355

  Lin, Zhengyan ^a   Li, Degui ^a   Chen, Jia ^a  

^a ZHEJIANG UNIVERSITY   (China)

Author keywords

mixing; 60F05; 62G07; Change point; Functional limit theorem; Local polynomial fits; Random design model

Indexed keywords

EID: 54049103239     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2008.02.036     Document Type: Article

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