Limit theorems for a class of tests of gradual changes

DOI10.1016/S0378-3758(00)00094-XzbMath0998.62010OpenAlexW1991356780WikidataQ126866027 ScholiaQ126866027MaRDI QIDQ1582359

Marie Hušková, Josef G. Steinebach

Publication date: 27 November 2002

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(00)00094-x

zbMATH Keywords

change-point testgradual changelimiting extreme value distributionsweighted embedding

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Inference from stochastic processes (62M99) Asymptotic properties of parametric tests (62F05)

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