Gradual changes versus abrupt changes.

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

estimators; gradual changes in location model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

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, Limit theorems for a class of tests of gradual changes, 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, Consistent estimation in generalized broken-line regression, Estimating a gradual parameter change in an AR(1)-process, On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process, Detecting gradual changes in locally stationary processes, Smooth change point estimation in regression models with random design, Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series, Weighted Dickey-Fuller processes for detecting stationarity, Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model, MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY, Asymmetric cusp estimation in regression models

Cites Work

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