Gradual changes versus abrupt changes.
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Publication:1298890
DOI10.1016/S0378-3758(98)00173-6zbMath1054.62520MaRDI QIDQ1298890
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
62F12: Asymptotic properties of parametric estimators
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
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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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- Testing appearance of linear trend
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- Change-point problem and bootstrap
- Inference in Two-Phase Regression
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