Article ID Journal Published Year Pages File Type
1152325 Statistics & Probability Letters 2011 5 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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