Estimating a gradual parameter change in an AR(1)-process (Q2167322)
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scientific article; zbMATH DE number 7575564
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| English | Estimating a gradual parameter change in an AR(1)-process |
scientific article; zbMATH DE number 7575564 |
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Estimating a gradual parameter change in an AR(1)-process (English)
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25 August 2022
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AR(1)-process
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gradual change
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change-point estimator
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consistency
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convergence rate
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asymptotic normality
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