Inference in a model with at most one slope-change point

DOI10.1016/0047-259X(88)90136-4zbMath0659.62106MaRDI QIDQ1112520

Baiqi Miao

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Gaussian processinterval estimationextremal distributionslope-change point

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09)

Related Items (6)

Adaptive and unbiased predictors in a change point regression model ⋮ Estimation of a change in linear models ⋮ Consistency of change point estimators for symmetrical stable distribution with parameters shift ⋮ Asymptotic distribution of the jump change-point estimator ⋮ Inference of change-point in single index models ⋮ Detecting Changes in Linear Regressions

Cites Work

• On asymptotic distribution theory in segmented regression problems - identified case
• Detection of the number, locations and magnitudes of jumps
• An approximation of partial sums of independent RV's, and the sample DF. II
• An approximation of partial sums of independent RV'-s, and the sample DF. I
• The approximation of partial sums of independent RV's
• Fitting Segmented Curves Whose Join Points Have to be Estimated
• Inference about the change-point in a sequence of random variables
• Inference in Two-Phase Regression
• Asymptotic Properties of Gaussian Processes

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