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.
Original language | English |
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Pages (from-to) | 1871-1875 |
Number of pages | 5 |
Journal | Statistics and Probability Letters |
Volume | 81 |
Issue number | 12 |
DOIs | |
Publication status | Published - Dec 2011 |
Externally published | Yes |