scientific article; zbMATH DE number 1804019

MaRDI QIDQ3148762zbMATH OpenFDO

Authors Marie Hušková, J. G. Steinebach

Publication date 14 November 2002

zbMATH Keywords

change-point testgradual changeslimiting extreme value distributionlocal alternativesweighted embedding

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Linear regression; mixed models (62J05)

Recommendations

• Limit theorems for a class of tests of gradual changes
• Change-point estimator in gradually changing sequences
• scientific article; zbMATH DE number 1301708
• scientific article; zbMATH DE number 7071450
• Some remarks on the testing of smooth changes in the linear drift of a stochastic process

Cited in

(14)

• Limit theorems for a class of tests of gradual changes
• Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes
• A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
• Are deviations in a gradually varying mean relevant? A testing approach based on sup-norm estimators
• Estimating a gradual parameter change in an AR(1)-process
• Change point detection for nonparametric regression under strongly mixing process
• On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process
• Detecting gradual changes in locally stationary processes
• Some remarks on the testing of smooth changes in the linear drift of a stochastic process
• scientific article; zbMATH DE number 1301708 (Why is no real title available?)
• scientific article; zbMATH DE number 6785483 (Why is no real title available?)
• Sequential testing of gradual changes in the drift of a stochastic process
• scientific article; zbMATH DE number 7071450 (Why is no real title available?)
• Moving Sum Data Segmentation for Stochastic Processes Based on Invariance

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3148762)