Jump detection in time series nonparametric regression models: A polynomial spline approach

Annals of the Institute of Statistical Mathematics

Volumn 66, Issue 2, 2014, Pages 325-344

  Yang, Yujiao ^a   Song, Qiongxia ^b  

^a EAST CHINA NORMAL UNIVERSITY   (China)

^b UNIVERSITY OF TEXAS AT DALLAS   (United States)

Author keywords

B splines; Discontinuities; Jump detection; Nonparametric regression; Time series; Mixing process

Indexed keywords

MATHEMATICAL MODELS; POLYNOMIAL APPROXIMATION; REGRESSION ANALYSIS; STATISTICAL TESTS;

B SPLINES; DISCONTINUITIES; JUMP DETECTIONS; MIXING PROCESS; NON-PARAMETRIC REGRESSION;

TIME SERIES;

EID: 84896401009     PISSN: 00203157     EISSN: 15729052     Source Type: Journal    
DOI: 10.1007/s10463-013-0411-3     Document Type: Article

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