Staff Publications

Staff Publications

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    'Staff publications' is the digital repository of Wageningen University & Research

    'Staff publications' contains references to publications authored by Wageningen University staff from 1976 onward.

    Publications authored by the staff of the Research Institutes are available from 1995 onwards.

    Full text documents are added when available. The database is updated daily and currently holds about 240,000 items, of which 72,000 in open access.

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Record number 403607
Title On rapid change points under long memory.
Author(s) Menéndez, P.; Ghosh, S.; Beran, J.
Source Journal of Statistical Planning and Inference 140 (2010)11. - ISSN 0378-3758 - p. 3343 - 3354.
DOI http://dx.doi.org/10.1016/j.jspi.2010.04.051
Department(s) PE&RC
Publication type Refereed Article in a scientific journal
Publication year 2010
Keyword(s) nonparametric regression - bandwidth selection - range dependence - limit-theorems - time-series - errors - parameter - covariate - threshold - inference
Abstract Estimation of points of rapid change in the mean function m(t) is considered under long memory residuals, irregularily spaced time points and smoothly changing marginal distributions obtained by local Gaussian subordination. The approach is based on kernel estimation of derivatives of the trend function. An asymptotic expression for the mean squared error is obtained. Limit theorems are derived for derivatives of m and the time points where rapid change occurs. The results are illustrated by an application to measurements of oxygen isotopes trapped in the Greenland ice sheets during the last 20,000 years. (C) 2010 Elsevier B.V. All rights reserved.
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