影响因子：0.0
所属单位：西安工程大学理学院
发表刊物：Chinese Journal of Engineering Mathematics
刊物所在地：国内公开发行
关键字：nonparametric regression model; change point; linear process; weak consistency; rate of convergence
摘要：We consider the change point estimation problem in the nonparametric regression model with linear process errors.We propose a two-step estimator for the location of this change point.In the first step,an initial estimator of change point is obtained and the consistence of the change point is proved.In the second step,by comparing heights of function estimators on either side of a candidate value for the change point,the final change point estimator is proposed.It is shown that this estimator attains the rate O_p(n~(-1)).The method turns out to be effective after being tested on simulated examples and applied to the Nile river data.
论文类型：期刊论文
论文编号：1005-3085(2009)04-0721-10
卷号：26
期号：4
页面范围：721-730
ISSN号：1005-3085
是否译文：否
第一作者：Wenzhi Zhao
合写作者：Zhiming Xia