A note on estimators of gradual changes

DOI10.1214/LNMS/1215090077MaRDI QIDQ5365683zbMATH OpenOpenAlexFDO

Authors Marie Hušková

Publication date 9 October 2017

Published in State of the art in probability and statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.lnms/1215090077

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

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(10)

• Gradual changes versus abrupt changes.
• A note on estimating the change-point of a gradually changing stochastic process
• Estimating a gradual parameter change in an AR(1)-process
• Smooth change point estimation in regression models with random design
• Change-point estimator in gradually changing sequences
• Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model
• Asymmetric cusp estimation in regression models
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