Gradual changes versus abrupt changes.

DOI10.1016/S0378-3758(98)00173-6zbMath1054.62520OpenAlexW1978537537MaRDI QIDQ1298890

Marie Hušková

Publication date: 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(98)00173-6

zbMATH Keywords

estimatorsgradual changes in location model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items (16)

A note on estimating the change-point of a gradually changing stochastic process ⋮ Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes ⋮ MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY ⋮ Consistent estimation in generalized broken-line regression ⋮ Asymmetric cusp estimation in regression models ⋮ Estimating a gradual parameter change in an AR(1)-process ⋮ Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series ⋮ Weighted Dickey-Fuller processes for detecting stationarity ⋮ Maximum likelihood estimation in generalized broken-line regression ⋮ Gradual changes in long memory processes with applications ⋮ Asymptotics for change-point models under varying degrees of mis-specification ⋮ Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model ⋮ On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process ⋮ Limit theorems for a class of tests of gradual changes ⋮ Detecting gradual changes in locally stationary processes ⋮ Smooth change point estimation in regression models with random design

Cites Work

• A limit theorem for the maximum of normalized sums of independent random variables
• On asymptotic distribution theory in segmented regression problems - identified case
• Testing appearance of linear trend
• Rank tests for changepoint problems
• Change-point problem and bootstrap
• Inference in Two-Phase Regression
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