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

zbMATH Open1123.62061MaRDI QIDQ5487441FDOQ5487441

Authors: M. Yu. Savkina 

Publication date: 19 September 2006

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zbMATH Keywords

splinebias of estimation

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09)

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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