Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence

Justin Rory Wishart

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arXiv · 1107.5859

Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence

Justin Rory Wishart

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Abstract

In this paper, a lower bound is determined in the minimax sense for change point estimators of the first derivative of a regression function in the fractional white noise model. Similar minimax results presented previously in the area focus on change points in the derivatives of a regression function in the white noise model or consider estimation of the regression function in the presence of correlated errors.

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Justin Rory Wishart. 2011-07-29. Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence. https://arxiv.org/abs/1107.5859

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