Testing appearance of polynomial trend

DOI10.1023/A:1009951807623MaRDI QIDQ1979088zbMATH OpenOpenAlexFDO

Authors D. Jarušková

Publication date 24 May 2000

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009951807623

zbMATH Keywords

change-point problemchi-square processcritical values approximationpolynomial trend

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Diagnostics, and linear inference and regression (62J20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(7)

• Testing for changes in polynomial regression
• Extreme value theory for stochastic integrals of Legendre polynomials
• On a test statistic for linear trend
• On extremes and streams of upcrossing.
• Estimating a gradual parameter change in an AR(1)-process
• Extensions of some classical methods in change point analysis
• Fast and optimal inference for change points in piecewise polynomials via differencing

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