Gradual changes versus abrupt changes.

DOI10.1016/S0378-3758(98)00173-6MaRDI QIDQ1298890zbMATH OpenOpenAlexFDO

Authors 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) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cites work

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

Cited in

(21)

• Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes
• scientific article; zbMATH DE number 1959618 (Why is no real title available?)
• A note on estimating the change-point of a gradually changing stochastic process
• On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process
• Weighted Dickey-Fuller processes for detecting stationarity
• A note on estimators of gradual changes
• Consistent estimation in generalized broken-line regression
• Limit theorems for a class of tests of gradual changes
• Detecting gradual changes in locally stationary processes
• Maximum likelihood estimation in generalized broken-line regression
• Fast grid search and bootstrap-based inference for continuous two-phase polynomial regression models
• Monitoring procedures to detect unit roots and stationarity
• Estimating a gradual parameter change in an AR(1)-process
• Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model
• Smooth change point estimation in regression models with random design
• Gradual change-point analysis based on Spearman matrices for multivariate time series
• Asymmetric cusp estimation in regression models
• Consistent nonparametric tests for detecting gradual changes in the marginals and the copula of multivariate time series
• Asymptotics for change-point models under varying degrees of mis-specification
• Gradual changes in long memory processes with applications
• New penalty in information criteria for the ARCH sequence with structural changes

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