Testing appearance of linear trend

DOI10.1016/S0378-3758(97)00184-5zbMath0938.62071OpenAlexW2075693038MaRDI QIDQ1299489

Daniela Jarušková

Publication date: 13 June 2000

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(97)00184-5

zbMATH Keywords

change-point problemlimit theoremgradual type of change

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05) Limit theorems in probability theory (60F99)

Related Items (16)

A note on estimating the change-point of a gradually changing stochastic process ⋮ Maximum log-likelihood ratio test for a change in three parameter Weibull distribution ⋮ Consistent estimation in generalized broken-line regression ⋮ Asymptotic theory for bent-cable regression -- the basic case ⋮ Confidence estimation via the parametric bootstrap in logistic joinpoint regression ⋮ Estimating a gradual parameter change in an AR(1)-process ⋮ Change points with linear trend for the exponential distribution ⋮ Sequential testing of gradual changes in the drift of a stochastic process ⋮ Maximum likelihood estimation in generalized broken-line regression ⋮ Gradual changes in long memory processes with applications ⋮ Extensions of some classical methods in change point analysis ⋮ Testing for changes in polynomial regression ⋮ Extreme value theory for stochastic integrals of Legendre polynomials ⋮ Limit theorems for a class of tests of gradual changes ⋮ Gradual changes versus abrupt changes. ⋮ Sequential detection of gradual changes in the location of a general stochastic process

Cites Work

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• Extremes and related properties of random sequences and processes
• Extensions of results of Komlós, Major, and Tusnády to the multivariate case
• Effect of dependence on statistics for determination of change
• On the rate of approximations for maximum likelihood tests in change-point models
• The likelihood ratio test for a change-point in simple linear regression

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