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