Wang, Lihong; Cai, Haiyan - In: Journal of Time Series Analysis 31 (2010) 2, pp. 86-97
For a random design regression model with long memory design and long memory errors, we consider the problem of detecting a change point for sharp cusp or jump discontinuity in the regression function. Using the wavelet methods, we obtain estimators for the change point, the jump size and the...