Bias of estimates of change points of stochastic processes determined by minimization of residual squares.

MaRDI QIDQ5487441zbMATH OpenFDO

Authors M. Yu. Savkina

Publication date 19 September 2006

zbMATH Keywords

splinebias of estimation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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Cited in

(2)

• Reducing bias in event time simulations via measure changes
• Bias of estimator of change point detected by a CUSUM procedure

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