Estimating the turning point location in shifted exponential model of time series

DOI10.1080/02664763.2016.1201797OpenAlexW2275398313WikidataQ115551581 ScholiaQ115551581MaRDI QIDQ5138618

Camillo Cammarota

Publication date: 4 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.05906

zbMATH Keywords

time seriesturning pointconfidence intervalECGshifted exponentialcurrent account balanceexercise testRT interval

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• R
• SemiPar

Cites Work

• Unnamed Item
• Confidence regions for the stationary point of a quadratic response surface based on the asymptotic distribution of its MLE
• Inference for single and multiple change-points in time series
• Some statistical aspects of methods for detection of turning points in business cycles
• The difference-sign runs length distribution in testing for serial independence
• Signaling NBER turning points: a sequential approach
• Assessing the Precision of Turning Point Estimates in Polynomial Regression Functions
• All of Nonparametric Statistics
• Multiscale Change Point Inference