Minimax lower bound for kink location estimators in a nonparametric regression model with long-range dependence |
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Authors: | Justin Rory Wishart |
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Affiliation: | aSchool of Mathematics & Statistics F07, The University of Sydney, NSW, 2006, Australia |
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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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Keywords: | MSC: 62G08 62G05 62G20 |
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