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 process; interval estimation; extremal distribution; slope-change point

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62J05: Linear regression; mixed models

62M09: Non-Markovian processes: estimation

Related Items

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

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