Testing appearance of linear trend

DOI10.1016/S0378-3758(97)00184-5MaRDI QIDQ1299489zbMATH OpenOpenAlexFDO

Authors D. Jarušková

Publication date 13 June 2000

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(97)00184-5

zbMATH Keywords

change-point problemgradual type of changelimit theorem

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Recommendations

• Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
• scientific article; zbMATH DE number 1301708
• Surveillance of a Simple Linear Regression
• Limit theorems for change in linear regression

Cites work

• Effect of dependence on statistics for determination of change
• Extensions of results of Komlós, Major, and Tusnády to the multivariate case
• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 3990600 (Why is no real title available?)
• scientific article; zbMATH DE number 193660 (Why is no real title available?)
• scientific article; zbMATH DE number 863574 (Why is no real title available?)
• scientific article; zbMATH DE number 3259552 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• On the rate of approximations for maximum likelihood tests in change-point models
• The likelihood ratio test for a change-point in simple linear regression

Cited in

(21)

• Testing for changes in polynomial regression
• Extreme value theory for stochastic integrals of Legendre polynomials
• Gradual changes versus abrupt changes.
• Asymptotic distribution of a statistic testing a change in simple linear regression with equidistant design.
• Limit theorems for a class of tests of gradual changes
• A note on estimating the change-point of a gradually changing stochastic process
• On a test statistic for linear trend
• Consistent estimation in generalized broken-line regression
• Asymptotic theory for bent-cable regression -- the basic case
• Testing appearance of polynomial trend
• Estimating a gradual parameter change in an AR(1)-process
• Sequential detection of gradual changes in the location of a general stochastic process
• Maximum log-likelihood ratio test for a change in three parameter Weibull distribution
• Confidence estimation via the parametric bootstrap in logistic joinpoint regression
• Extensions of some classical methods in change point analysis
• Surveillance of a Simple Linear Regression
• Maximum likelihood estimation in generalized broken-line regression
• scientific article; zbMATH DE number 2177326 (Why is no real title available?)
• Sequential testing of gradual changes in the drift of a stochastic process
• Gradual changes in long memory processes with applications
• Change points with linear trend for the exponential distribution

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