Gradual changes versus abrupt changes.

DOI10.1016/S0378-3758(98)00173-6zbMath1054.62520MaRDI QIDQ1298890

Marie Hušková

Publication date: 1999

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

estimators; gradual changes in location model

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Maximum likelihood estimation in generalized broken-line regression, Gradual changes in long memory processes with applications, Asymptotics for change-point models under varying degrees of mis-specification, Limit theorems for a class of tests of gradual changes, A note on estimating the change-point of a gradually changing stochastic process, Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes, Consistent estimation in generalized broken-line regression, Detecting gradual changes in locally stationary processes, Smooth change point estimation in regression models with random design, Weighted Dickey-Fuller processes for detecting stationarity, Rate of Convergence of a Change Point Estimator in a Misspecified Regression Model, MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY, Asymmetric cusp estimation in regression models

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