Cizek, Pavel; Härdle, Wolfgang; Spokoiny, Vladimir - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
of homogeneity with a given right-end point by a local change-point analysis. We construct locally adaptive estimates …-
tive pointwise selection of the largest interval of homogeneity with
a given right-end point by a local change …: adaptive pointwise estimation, autoregressive models, conditional het-
eroscedasticity models, local time-homogeneity
∗Dept. of …